+901.9%
TTMI vs WST
-15.5%
+917.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.6% | +3.1% |
| 7D | +12.2% | -0.3% | +12.4% | +12.2% |
| 30D | -5.7% | -4.6% | -1.1% | -5.2% |
| 3M | -27.5% | +5.7% | -33.2% | -28.0% |
| 6M | +47.1% | +37.6% | +9.6% | +41.1% |
| YTD | +87.5% | +23.0% | +64.4% | +81.6% |
| 1Y | +175.2% | +33.8% | +141.4% | +164.7% |
| 3Y | +901.9% | -13.4% | +915.3% | +865.8% |
| All | +901.9% | -15.5% | +917.5% | +865.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling