+3.3%
TTMI vs WST
+52.5%
-49.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -11.5% | +1.4% | -12.9% | -11.7% |
| 30D | -40.3% | +12.7% | -53.0% | -42.2% |
| 3M | -44.5% | +17.2% | -61.6% | -47.0% |
| 6M | -54.1% | +26.7% | -80.7% | -57.2% |
| YTD | +4.7% | +50.3% | -45.6% | -9.8% |
| 1Y | +3.3% | +50.2% | -46.9% | -11.0% |
| All | +3.3% | +52.5% | -49.2% | -11.0% |
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