+13,812.7%
WDC vs TTMI
+504.4%
+13,308.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.8% | -3.0% | +2.9% |
| 7D | +1.7% | +5.9% | -4.1% | -0.2% |
| 30D | -10.0% | -4.3% | -5.7% | -8.9% |
| 3M | -18.8% | -32.0% | +13.3% | -7.2% |
| 6M | +79.0% | +19.5% | +59.6% | +68.3% |
| YTD | +171.6% | +82.0% | +89.5% | +121.7% |
| 1Y | +417.4% | +172.6% | +244.8% | +271.6% |
| 3Y | +1,251.8% | +744.7% | +507.1% | +559.5% |
| 5Y | +911.7% | +805.6% | +106.1% | +373.8% |
| 10Y | +1,399.6% | +1,057.6% | +342.0% | +546.6% |
| All | +13,812.7% | +504.4% | +13,308.3% | +4,266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling