+7.8%
WBD vs TTMI
+798.2%
-790.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.4% |
| 7D | -0.6% | +6.0% | -6.6% | -2.1% |
| 30D | +4.2% | -6.4% | +10.6% | +5.1% |
| 3M | +7.5% | -28.9% | +36.4% | +13.9% |
| 6M | +1.6% | +26.9% | -25.3% | -11.5% |
| YTD | -2.2% | +77.3% | -79.5% | -25.9% |
| 1Y | +124.9% | +147.5% | -22.6% | +44.8% |
| 3Y | +149.1% | +847.6% | -698.5% | -14.5% |
| 5Y | +7.8% | +802.2% | -794.4% | -63.0% |
| All | +7.8% | +798.2% | -790.4% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling