+13.6%
WFC vs TT
+8.3%
+5.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +1.1% | +1.6% | -0.5% | +0.7% |
| 30D | +0.8% | -7.3% | +8.1% | +2.6% |
| 3M | +9.3% | -2.6% | +11.9% | +9.5% |
| 6M | +10.6% | +5.9% | +4.7% | +8.0% |
| YTD | -4.1% | +15.4% | -19.5% | -8.7% |
| 1Y | +13.6% | +8.2% | +5.3% | +9.7% |
| All | +13.6% | +8.3% | +5.3% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling