+33.6%
TTMI vs WY
-3.8%
+37.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.2% |
| 7D | +12.2% | -2.1% | +14.2% | +12.4% |
| 30D | -5.7% | -10.5% | +4.8% | -3.9% |
| 3M | -27.5% | -4.9% | -22.6% | -26.9% |
| All | +33.6% | -3.8% | +37.4% | +34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling