+524.1%
TTMI vs WU
-21.8%
+545.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.2% | -3.5% |
| 7D | +11.4% | -2.0% | +13.4% | +12.2% |
| 30D | -28.3% | +11.4% | -39.7% | -33.4% |
| 3M | -46.7% | -6.8% | -39.8% | -46.4% |
| 6M | -56.1% | -14.6% | -41.5% | -55.3% |
| YTD | +7.4% | -20.6% | +28.0% | +11.3% |
| 1Y | +17.4% | -15.4% | +32.8% | +17.3% |
| 3Y | +429.1% | -23.6% | +452.8% | +439.7% |
| 5Y | +418.8% | -43.4% | +462.1% | +499.7% |
| 10Y | +411.2% | -38.8% | +450.0% | +442.1% |
| All | +524.1% | -21.8% | +545.9% | +400.7% |
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 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