+15.4%
WFC vs TTMI
-52.1%
+67.5%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | 0.0% |
| 7D | +1.7% | +22.6% | -20.9% | +1.7% |
| 30D | +6.8% | -34.3% | +41.1% | +6.8% |
| 3M | -3.0% | -44.8% | +41.8% | -2.8% |
| 6M | +15.4% | -53.3% | +68.7% | +14.4% |
| All | +15.4% | -52.1% | +67.5% | +14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling