+659.0%
WFC vs TTMI
+256.5%
+402.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.9% |
| 7D | +2.5% | +11.4% | -8.9% | +0.2% |
| 30D | +7.0% | -28.3% | +35.3% | +11.3% |
| 3M | -1.8% | -46.7% | +44.9% | +7.0% |
| 6M | +18.4% | -56.1% | +74.5% | +31.0% |
| YTD | -5.6% | +7.4% | -13.0% | -15.1% |
| 1Y | +3.9% | +17.4% | -13.5% | -9.0% |
| 3Y | +126.3% | +429.1% | -302.8% | +41.4% |
| 5Y | +91.1% | +418.8% | -327.6% | +16.9% |
| 10Y | +118.5% | +411.2% | -292.7% | +29.5% |
| All | +659.0% | +256.5% | +402.6% | +252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling