+10.7%
TTMI vs WU
-18.0%
+28.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +5.4% | -15.5% | -8.2% |
| 7D | -19.2% | +8.2% | -27.4% | -16.7% |
| 30D | -44.9% | +8.0% | -52.9% | -43.1% |
| 3M | -44.7% | -6.6% | -38.1% | -44.7% |
| 6M | -53.4% | -23.3% | -30.1% | -56.9% |
| YTD | +6.3% | -22.4% | +28.8% | -0.5% |
| 1Y | +10.7% | -18.0% | +28.7% | +4.1% |
| All | +10.7% | -18.0% | +28.7% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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