+129.3%
WFC vs TT
+140.2%
-10.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +1.5% | -7.2% | +8.6% | +4.3% |
| 3M | +10.9% | -3.0% | +13.8% | +11.6% |
| 6M | +8.4% | +1.4% | +7.1% | +6.8% |
| YTD | -1.9% | +15.9% | -17.8% | -8.8% |
| 1Y | +12.3% | +9.4% | +2.9% | +6.5% |
| 3Y | +132.3% | +124.4% | +7.9% | +57.7% |
| All | +129.3% | +140.2% | -10.8% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling