+1,084.3%
TTMI vs WCC
+518.6%
+565.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | 0.0% |
| 7D | +6.0% | +1.7% | +4.4% | +5.3% |
| 30D | -6.4% | -6.1% | -0.4% | -3.3% |
| 3M | -28.9% | +3.1% | -32.0% | -29.0% |
| 6M | +26.9% | +28.2% | -1.4% | +16.7% |
| YTD | +77.3% | +41.1% | +36.2% | +57.0% |
| 1Y | +147.5% | +61.3% | +86.2% | +108.2% |
| 3Y | +847.6% | +123.6% | +724.0% | +582.3% |
| 5Y | +802.2% | +214.8% | +587.4% | +453.8% |
| All | +1,084.3% | +518.6% | +565.8% | +378.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling