+443.1%
TTMI vs WSM
+3,228.6%
-2,785.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.1% | +6.8% | +8.1% |
| 7D | +5.9% | -3.3% | +9.1% | +7.2% |
| 30D | -4.3% | -8.4% | +4.1% | -1.1% |
| 3M | -32.0% | +9.7% | -41.7% | -34.7% |
| 6M | +19.5% | +16.7% | +2.8% | +12.5% |
| YTD | +82.0% | +28.7% | +53.3% | +65.0% |
| 1Y | +172.6% | +13.7% | +159.0% | +158.0% |
| 3Y | +744.7% | +230.1% | +514.6% | +405.8% |
| 5Y | +805.6% | +179.0% | +626.6% | +441.7% |
| 10Y | +1,057.6% | +1,002.5% | +55.1% | +243.0% |
| All | +443.1% | +3,228.6% | -2,785.5% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling