+117.9%
WFC vs TT
+748.9%
-631.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.5% |
| 7D | -1.3% | +3.5% | -4.8% | -3.1% |
| 30D | +3.6% | -11.0% | +14.6% | +9.5% |
| 3M | -1.3% | -12.0% | +10.7% | +4.8% |
| 6M | +18.0% | -10.4% | +28.4% | +23.0% |
| YTD | -5.9% | +9.9% | -15.8% | -13.2% |
| 1Y | +1.8% | +1.5% | +0.3% | -2.0% |
| 3Y | +125.0% | +93.7% | +31.3% | +42.8% |
| 5Y | +92.0% | +139.2% | -47.3% | +2.6% |
| 10Y | +117.9% | +741.5% | -623.6% | -46.5% |
| All | +117.9% | +748.9% | -631.0% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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