+459.4%
TTMI vs WY
+267.1%
+192.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.8% |
| 7D | +12.2% | -2.1% | +14.2% | +13.5% |
| 30D | -5.7% | -10.5% | +4.8% | +0.3% |
| 3M | -27.5% | -4.9% | -22.6% | -26.7% |
| 6M | +47.1% | -4.9% | +52.1% | +49.1% |
| YTD | +87.5% | -1.7% | +89.1% | +85.2% |
| 1Y | +175.2% | -9.4% | +184.6% | +182.7% |
| 3Y | +901.9% | -22.3% | +924.2% | +1,008.3% |
| 5Y | +843.5% | -20.5% | +864.0% | +911.4% |
| 10Y | +1,077.0% | +4.9% | +1,072.1% | +832.6% |
| All | +459.4% | +267.1% | +192.3% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling