+172.6%
TTMI vs WWD
+41.9%
+130.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.8% | +8.0% |
| 7D | +5.9% | +1.3% | +4.6% | +4.8% |
| 30D | -4.3% | -7.2% | +2.9% | +1.7% |
| 3M | -32.0% | -3.8% | -28.2% | -30.6% |
| 6M | +19.5% | -9.9% | +29.4% | +28.7% |
| YTD | +82.0% | +14.8% | +67.2% | +65.5% |
| 1Y | +172.6% | +42.1% | +130.6% | +117.7% |
| All | +172.6% | +41.9% | +130.7% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling