+240.3%
TTMI vs WEC
+2,603.9%
-2,363.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +8.8% |
| 7D | +7.2% | -0.5% | +7.8% | +7.5% |
| 30D | -28.7% | +12.0% | -40.6% | -33.3% |
| 3M | -39.8% | +11.1% | -50.9% | -43.5% |
| 6M | -51.7% | +6.0% | -57.7% | -54.0% |
| YTD | +14.1% | +14.3% | -0.2% | +4.6% |
| 1Y | +16.0% | +8.0% | +8.0% | +9.2% |
| 3Y | +452.7% | +62.8% | +389.8% | +309.0% |
| 5Y | +451.5% | +55.3% | +396.2% | +312.7% |
| 10Y | +443.1% | +193.2% | +250.0% | +146.1% |
| All | +240.3% | +2,603.9% | -2,363.6% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling