+1,124.0%
TTMI vs WU
-39.1%
+1,163.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.1% |
| 7D | +0.7% | -3.5% | +4.2% | +2.0% |
| 30D | -8.4% | -2.9% | -5.5% | -7.6% |
| 3M | -32.5% | -2.3% | -30.2% | -33.7% |
| 6M | +32.5% | -25.4% | +57.9% | +44.9% |
| YTD | +83.2% | -21.2% | +104.4% | +93.4% |
| 1Y | +161.7% | -8.9% | +170.5% | +154.0% |
| 3Y | +890.1% | -29.0% | +919.1% | +964.0% |
| 5Y | +832.4% | -50.7% | +883.2% | +1,077.0% |
| All | +1,124.0% | -39.1% | +1,163.1% | +1,176.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling