+10.7%
TTMI vs WST
+47.3%
-36.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.4% | -10.5% | -10.2% |
| 7D | -19.2% | +1.3% | -20.4% | -19.5% |
| 30D | -44.9% | +8.5% | -53.4% | -46.2% |
| 3M | -44.7% | +17.2% | -61.9% | -47.4% |
| 6M | -53.4% | +36.3% | -89.7% | -58.1% |
| YTD | +6.3% | +48.9% | -42.6% | -8.3% |
| 1Y | +10.7% | +42.9% | -32.2% | -2.9% |
| All | +10.7% | +47.3% | -36.6% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling