+802.2%
TTMI vs WY
-22.3%
+824.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.1% | -0.3% |
| 7D | +6.0% | -3.7% | +9.7% | +7.9% |
| 30D | -6.4% | -11.3% | +4.9% | -1.1% |
| 3M | -28.9% | -8.1% | -20.8% | -26.9% |
| 6M | +26.9% | -7.4% | +34.3% | +29.9% |
| YTD | +77.3% | -4.7% | +82.0% | +77.8% |
| 1Y | +147.5% | -9.2% | +156.7% | +153.4% |
| 3Y | +847.6% | -24.7% | +872.3% | +961.6% |
| 5Y | +802.2% | -21.6% | +823.8% | +950.1% |
| All | +802.2% | -22.3% | +824.5% | +950.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling