+161.7%
TTMI vs WY
-9.1%
+170.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.0% | +3.3% |
| 7D | +0.7% | -4.2% | +4.8% | +0.9% |
| 30D | -8.4% | -10.1% | +1.6% | -7.8% |
| 3M | -32.5% | -8.5% | -24.0% | -31.8% |
| 6M | +32.5% | -3.3% | +35.8% | +32.2% |
| YTD | +83.2% | -4.4% | +87.6% | +82.9% |
| 1Y | +161.7% | -11.5% | +173.2% | +197.1% |
| All | +161.7% | -9.1% | +170.7% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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