+8,627.7%
WFC vs TT
+16,138.6%
-7,510.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | +1.5% | -7.4% | +8.9% | +5.0% |
| 3M | +10.9% | -3.2% | +14.1% | +11.8% |
| 6M | +8.4% | +1.1% | +7.3% | +6.7% |
| YTD | -1.9% | +15.6% | -17.5% | -9.5% |
| 1Y | +12.3% | +9.2% | +3.2% | +6.0% |
| 3Y | +132.3% | +124.4% | +7.9% | +53.0% |
| 5Y | +130.1% | +138.0% | -7.9% | +45.0% |
| 10Y | +134.4% | +886.4% | -752.0% | -22.5% |
| All | +8,627.7% | +16,138.6% | -7,510.9% | +840.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling