+812.9%
TTMI vs WEC
+30.7%
+782.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.8% |
| 7D | +7.5% | +0.4% | +7.1% | +7.4% |
| 30D | -4.5% | +0.9% | -5.4% | -4.6% |
| 3M | -28.5% | -5.3% | -23.2% | -28.0% |
| 6M | +28.4% | -6.6% | +34.9% | +29.7% |
| YTD | +80.1% | +3.3% | +76.8% | +77.6% |
| 1Y | +161.0% | +2.1% | +159.0% | +157.4% |
| 3Y | +862.4% | +39.6% | +822.9% | +729.4% |
| 5Y | +812.9% | +31.2% | +781.8% | +688.7% |
| All | +812.9% | +30.7% | +782.3% | +688.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling