+808.8%
TTMI vs WST
-25.7%
+834.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.7% | +9.0% |
| 7D | +5.9% | +0.7% | +5.1% | +5.7% |
| 30D | -4.3% | -3.1% | -1.2% | -3.7% |
| 3M | -32.0% | +7.2% | -39.3% | -33.0% |
| 6M | +19.5% | +36.8% | -17.4% | +12.0% |
| YTD | +82.0% | +23.8% | +58.2% | +73.5% |
| 1Y | +172.6% | +37.8% | +134.9% | +154.6% |
| 3Y | +744.7% | -15.9% | +760.5% | +738.1% |
| All | +808.8% | -25.7% | +834.5% | +702.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling