+991.6%
WDC vs TTMI
+806.9%
+184.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +5.0% | +3.0% |
| 7D | +7.5% | +7.5% | 0.0% | +3.5% |
| 30D | +10.1% | -4.5% | +14.5% | +12.3% |
| 3M | -6.8% | -28.5% | +21.7% | +9.8% |
| 6M | +84.1% | +28.4% | +55.8% | +62.0% |
| YTD | +180.3% | +80.1% | +100.2% | +107.9% |
| 1Y | +411.1% | +161.0% | +250.1% | +220.8% |
| 3Y | +1,375.0% | +862.4% | +512.6% | +398.8% |
| 5Y | +991.6% | +812.9% | +178.6% | +269.7% |
| All | +991.6% | +806.9% | +184.6% | +269.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling