+417.0%
TTMI vs WU
-43.8%
+460.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.2% | -3.1% |
| 7D | +11.4% | -2.0% | +13.4% | +11.6% |
| 30D | -28.3% | +11.4% | -39.7% | -30.2% |
| 3M | -46.7% | -6.8% | -39.8% | -46.2% |
| 6M | -56.1% | -14.6% | -41.5% | -55.4% |
| YTD | +7.4% | -20.6% | +28.0% | +10.0% |
| 1Y | +17.4% | -15.4% | +32.8% | +17.2% |
| 3Y | +429.1% | -23.6% | +452.8% | +441.7% |
| All | +417.0% | -43.8% | +460.8% | +467.9% |
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