+296.4%
WBD vs TTMI
+1,595.3%
-1,298.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -1.1% |
| 7D | -0.7% | +12.2% | -12.9% | -3.3% |
| 30D | +5.0% | -5.7% | +10.7% | +5.7% |
| 3M | +6.2% | -27.5% | +33.7% | +11.3% |
| 6M | +0.6% | +47.1% | -46.5% | -12.7% |
| YTD | -2.4% | +87.5% | -89.9% | -21.5% |
| 1Y | +127.7% | +175.2% | -47.5% | +63.3% |
| 3Y | +148.4% | +901.9% | -753.5% | +27.4% |
| 5Y | +4.2% | +843.5% | -839.2% | -46.7% |
| 10Y | +10.8% | +1,077.0% | -1,066.2% | -48.9% |
| All | +296.4% | +1,595.3% | -1,298.9% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling