+32.1%
SWKS vs TTMI
+352.8%
-320.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.9% | -5.7% | -1.2% |
| 7D | -6.2% | -19.8% | +13.7% | +0.4% |
| 30D | -1.5% | -48.1% | +46.6% | +18.9% |
| 3M | +23.0% | -51.2% | +74.2% | +50.1% |
| 6M | +27.6% | -59.6% | +87.2% | +64.0% |
| YTD | +32.3% | -3.6% | +35.9% | +13.7% |
| 1Y | +20.1% | -2.3% | +22.5% | +0.3% |
| 3Y | +0.6% | +369.4% | -368.7% | -62.5% |
| 5Y | -42.3% | +365.4% | -407.7% | -79.7% |
| All | +32.1% | +352.8% | -320.6% | -55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling