+133.3%
WFC vs TTMI
+859.5%
-726.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.9% | +2.4% |
| 7D | +0.4% | +7.5% | -7.0% | -0.6% |
| 30D | +2.5% | -4.5% | +6.9% | +2.7% |
| 3M | +10.0% | -28.5% | +38.5% | +13.4% |
| 6M | +15.1% | +28.4% | -13.3% | +5.8% |
| YTD | -2.2% | +80.1% | -82.3% | -16.9% |
| 1Y | +13.5% | +161.0% | -147.6% | -13.5% |
| All | +133.3% | +859.5% | -726.1% | +27.2% |
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