+958.1%
TTMI vs WU
-19.6%
+977.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.3% |
| 7D | +5.9% | -0.8% | +6.7% | +6.2% |
| 30D | -4.3% | -1.1% | -3.2% | -4.1% |
| 3M | -32.0% | -3.9% | -28.2% | -32.8% |
| 6M | +19.5% | -20.7% | +40.1% | +29.0% |
| YTD | +82.0% | -18.4% | +100.4% | +91.3% |
| 1Y | +172.6% | -8.1% | +180.7% | +164.8% |
| 3Y | +744.7% | -24.2% | +768.8% | +785.8% |
| 5Y | +805.6% | -50.4% | +856.0% | +1,055.6% |
| 10Y | +1,057.6% | -40.0% | +1,097.6% | +1,177.2% |
| All | +958.1% | -19.6% | +977.7% | +760.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling