+11.4%
WBD vs TTMI
+1,127.6%
-1,116.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -3.9% | -1.4% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | +1.4% | -8.4% | +9.9% | +2.9% |
| 3M | +4.4% | -32.5% | +36.9% | +12.4% |
| 6M | +0.8% | +32.5% | -31.7% | -12.8% |
| YTD | -2.7% | +83.2% | -86.0% | -25.7% |
| 1Y | +73.4% | +161.7% | -88.3% | +14.6% |
| 3Y | +142.1% | +890.1% | -748.0% | -1.8% |
| 5Y | +7.2% | +832.4% | -825.2% | -56.8% |
| All | +11.4% | +1,127.6% | -1,116.2% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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