+13.5%
WFC vs TTMI
+155.3%
-141.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.4% | +0.8% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +1.5% | -8.4% | +10.0% | +1.9% |
| 3M | +10.2% | -32.5% | +42.7% | +11.6% |
| 6M | +18.8% | +32.5% | -13.7% | +13.5% |
| YTD | -1.5% | +83.2% | -84.8% | -7.6% |
| 1Y | +13.5% | +161.7% | -148.1% | +5.3% |
| All | +13.5% | +155.3% | -141.8% | +5.3% |
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