+642.9%
WDC vs TTMI
+394.2%
+248.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.1% | -3.5% |
| 7D | +12.1% | +11.4% | +0.7% | +5.9% |
| 30D | -18.8% | -28.3% | +9.5% | -5.9% |
| 3M | -39.3% | -46.7% | +7.4% | -19.2% |
| 6M | -40.1% | -56.1% | +16.0% | -11.8% |
| YTD | +71.8% | +7.4% | +64.4% | +52.5% |
| 1Y | +88.5% | +17.4% | +71.1% | +58.3% |
| 3Y | +770.0% | +429.1% | +340.8% | +209.7% |
| 5Y | +549.0% | +418.8% | +130.3% | +117.4% |
| All | +642.9% | +394.2% | +248.7% | +136.9% |
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