+145.0%
WFC vs TTMI
+1,127.6%
-982.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.4% | +0.2% |
| 7D | +0.4% | +0.7% | -0.3% | +0.1% |
| 30D | +1.5% | -8.4% | +10.0% | +3.0% |
| 3M | +10.2% | -32.5% | +42.7% | +18.1% |
| 6M | +18.8% | +32.5% | -13.7% | +3.5% |
| YTD | -1.5% | +83.2% | -84.8% | -23.6% |
| 1Y | +13.5% | +161.7% | -148.1% | -23.0% |
| 3Y | +135.0% | +890.1% | -755.2% | -1.6% |
| 5Y | +130.1% | +832.4% | -702.4% | -6.8% |
| All | +145.0% | +1,127.6% | -982.6% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling