+1,084.3%
TTMI vs WEC
+146.6%
+937.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.4% |
| 7D | +6.0% | -1.3% | +7.3% | +6.3% |
| 30D | -6.4% | -0.4% | -6.0% | -6.3% |
| 3M | -28.9% | -6.8% | -22.1% | -28.0% |
| 6M | +26.9% | -6.4% | +33.3% | +28.4% |
| YTD | +77.3% | +2.5% | +74.8% | +75.5% |
| 1Y | +147.5% | -0.4% | +147.9% | +146.1% |
| 3Y | +847.6% | +38.5% | +809.1% | +748.3% |
| 5Y | +802.2% | +31.7% | +770.5% | +717.1% |
| All | +1,084.3% | +146.6% | +937.7% | +1,093.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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