+1.5%
WFC vs TT
-2.5%
+4.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.8% | +0.9% |
| 7D | +0.1% | +1.7% | -1.6% | -0.3% |
| 30D | +2.9% | -11.8% | +14.8% | +5.4% |
| 3M | -1.4% | -12.6% | +11.2% | +1.1% |
| 6M | +14.3% | -9.4% | +23.7% | +15.7% |
| YTD | -6.2% | +8.8% | -15.0% | -10.4% |
| All | +1.5% | -2.5% | +4.0% | 0.0% |
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