+161.0%
TTMI vs WST
+33.7%
+127.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.9% |
| 7D | +7.5% | -1.7% | +9.1% | +8.0% |
| 30D | -4.5% | -4.3% | -0.2% | -3.1% |
| 3M | -28.5% | +0.7% | -29.3% | -28.6% |
| 6M | +28.4% | +36.0% | -7.7% | +14.2% |
| YTD | +80.1% | +22.7% | +57.3% | +65.4% |
| 1Y | +161.0% | +34.1% | +126.9% | +136.9% |
| All | +161.0% | +33.7% | +127.3% | +136.9% |
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