+812.9%
TTMI vs WU
-51.4%
+864.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.8% |
| 7D | +7.5% | -4.9% | +12.4% | +8.6% |
| 30D | -4.5% | -1.3% | -3.2% | -4.4% |
| 3M | -28.5% | -3.6% | -25.0% | -29.3% |
| 6M | +28.4% | -24.3% | +52.7% | +35.2% |
| YTD | +80.1% | -21.1% | +101.2% | +85.7% |
| 1Y | +161.0% | -10.3% | +171.3% | +154.5% |
| 3Y | +862.4% | -28.4% | +890.8% | +910.1% |
| 5Y | +812.9% | -51.2% | +864.1% | +936.7% |
| All | +812.9% | -51.4% | +864.3% | +936.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling