+12.3%
WFC vs TTMI
+171.3%
-158.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.8% | -8.0% | +0.5% |
| 7D | +3.8% | +5.9% | -2.1% | +3.5% |
| 30D | +1.5% | -4.3% | +5.8% | +1.6% |
| 3M | +10.9% | -32.0% | +42.9% | +12.1% |
| 6M | +8.4% | +19.5% | -11.0% | +4.5% |
| YTD | -1.9% | +82.0% | -83.9% | -7.3% |
| 1Y | +12.3% | +172.6% | -160.3% | +7.3% |
| All | +12.3% | +171.3% | -158.9% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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