+88.5%
WDC vs TTMI
+6.4%
+82.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.1% | -3.4% |
| 7D | +12.1% | +11.4% | +0.7% | +5.7% |
| 30D | -18.8% | -28.3% | +9.5% | -5.8% |
| 3M | -39.3% | -46.7% | +7.4% | -18.6% |
| 6M | -40.1% | -56.1% | +16.0% | -10.4% |
| YTD | +71.8% | +7.4% | +64.4% | +57.6% |
| 1Y | +88.5% | +17.4% | +71.1% | +62.1% |
| All | +88.5% | +6.4% | +82.1% | +62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling