+35.3%
SWKS vs TTMI
+415.6%
-380.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +1.3% |
| 7D | -3.1% | -11.5% | +8.4% | 0.0% |
| 30D | +8.3% | -40.3% | +48.6% | +24.2% |
| 3M | +20.2% | -44.5% | +64.7% | +39.7% |
| 6M | +24.9% | -54.1% | +79.0% | +53.1% |
| YTD | +33.2% | +4.7% | +28.5% | +10.8% |
| 1Y | +23.6% | +3.3% | +20.2% | +1.2% |
| 3Y | +1.3% | +407.2% | -406.0% | -63.4% |
| 5Y | -40.6% | +406.5% | -447.1% | -79.8% |
| 10Y | +35.3% | +420.4% | -385.1% | -56.2% |
| All | +35.3% | +415.6% | -380.3% | -56.2% |
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 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