+125.6%
WFC vs TTMI
+437.2%
-311.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.3% |
| 7D | +1.7% | +22.6% | -20.9% | -0.4% |
| 30D | +6.8% | -34.3% | +41.1% | +10.4% |
| 3M | -3.0% | -44.8% | +41.8% | +1.8% |
| 6M | +15.4% | -53.3% | +68.7% | +21.8% |
| YTD | -5.9% | +10.6% | -16.5% | -16.8% |
| 1Y | +1.7% | +8.2% | -6.5% | -10.5% |
| All | +125.6% | +437.2% | -311.6% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling