-36.5%
SWKS vs TTMI
+416.2%
-452.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.7% |
| 7D | +9.4% | +11.4% | -2.0% | +6.0% |
| 30D | +17.0% | -28.3% | +45.3% | +24.2% |
| 3M | +28.9% | -46.7% | +75.6% | +47.3% |
| 6M | +33.1% | -56.1% | +89.3% | +59.4% |
| YTD | +44.8% | +7.4% | +37.4% | +26.4% |
| 1Y | +36.2% | +17.4% | +18.8% | +13.4% |
| 3Y | +11.5% | +429.1% | -417.7% | -53.4% |
| All | -36.5% | +416.2% | -452.8% | -75.4% |
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