+688.9%
WFC vs TTMI
+504.4%
+184.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.8% | -8.0% | -0.8% |
| 7D | +3.8% | +5.9% | -2.1% | +2.6% |
| 30D | +1.5% | -4.3% | +5.8% | +1.8% |
| 3M | +10.9% | -32.0% | +42.9% | +16.8% |
| 6M | +8.4% | +19.5% | -11.0% | +0.2% |
| YTD | -1.9% | +82.0% | -83.9% | -17.8% |
| 1Y | +12.3% | +172.6% | -160.3% | -14.6% |
| 3Y | +132.3% | +744.7% | -612.3% | +36.5% |
| 5Y | +130.1% | +805.6% | -675.5% | +30.2% |
| 10Y | +134.4% | +1,057.6% | -923.2% | +22.4% |
| All | +688.9% | +504.4% | +184.6% | +241.2% |
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 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