+144.0%
WDAY vs TTMI
+394.2%
-250.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.9% | +3.4% |
| 7D | +1.8% | +11.4% | -9.5% | +0.3% |
| 30D | +4.1% | -28.3% | +32.4% | +6.9% |
| 3M | -4.8% | -46.7% | +41.8% | +0.8% |
| 6M | +68.6% | -56.1% | +124.7% | +78.8% |
| YTD | -8.5% | +7.4% | -15.9% | -25.8% |
| 1Y | -12.1% | +17.4% | -29.5% | -31.1% |
| 3Y | -13.2% | +429.1% | -442.3% | -59.7% |
| 5Y | -33.7% | +418.8% | -452.5% | -70.4% |
| All | +144.0% | +394.2% | -250.2% | +2.4% |
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 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