+1,228.2%
WDC vs TTMI
+1,087.8%
+140.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.6% |
| 7D | +4.4% | +6.0% | -1.6% | +1.1% |
| 30D | +5.3% | -6.4% | +11.7% | +8.7% |
| 3M | -5.9% | -28.9% | +23.0% | +12.2% |
| 6M | +73.2% | +26.9% | +46.4% | +50.1% |
| YTD | +167.8% | +77.3% | +90.5% | +91.6% |
| 1Y | +386.0% | +147.5% | +238.5% | +191.2% |
| 3Y | +1,309.7% | +847.6% | +462.1% | +291.4% |
| 5Y | +957.1% | +802.2% | +154.9% | +182.9% |
| All | +1,228.2% | +1,087.8% | +140.4% | +221.8% |
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