+1,094.7%
TTMI vs WST
+325.7%
+769.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.9% |
| 7D | +7.5% | -1.7% | +9.1% | +7.9% |
| 30D | -4.5% | -4.3% | -0.2% | -3.4% |
| 3M | -28.5% | +0.7% | -29.3% | -28.8% |
| 6M | +28.4% | +36.0% | -7.7% | +17.9% |
| YTD | +80.1% | +22.7% | +57.3% | +69.4% |
| 1Y | +161.0% | +34.1% | +126.9% | +139.4% |
| 3Y | +862.4% | -13.6% | +876.0% | +832.8% |
| 5Y | +812.9% | -26.0% | +838.9% | +800.5% |
| 10Y | +1,094.7% | +335.8% | +758.9% | +430.8% |
| All | +1,094.7% | +325.7% | +769.0% | +430.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling