-53.0%
SWKS vs TTMI
+804.2%
-857.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.8% | -5.3% | +1.0% |
| 7D | +12.5% | +5.9% | +6.7% | +10.6% |
| 30D | +10.5% | -4.3% | +14.8% | +11.1% |
| 3M | -7.4% | -32.0% | +24.7% | +1.8% |
| 6M | +32.7% | +19.5% | +13.2% | +22.5% |
| YTD | +19.2% | +82.0% | -62.9% | -6.7% |
| 1Y | +2.4% | +172.6% | -170.2% | -33.0% |
| 3Y | -25.6% | +744.7% | -770.3% | -71.3% |
| All | -53.0% | +804.2% | -857.3% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling