+736.3%
TT vs GWW
+658.3%
+78.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | +4.0% | +3.6% | +0.5% | +2.4% |
| 30D | -11.3% | +12.1% | -23.4% | -16.0% |
| 3M | -12.3% | +12.9% | -25.2% | -17.3% |
| 6M | -10.8% | +19.3% | -30.2% | -18.0% |
| YTD | +8.2% | +48.7% | -40.6% | -10.3% |
| 1Y | +1.5% | +60.5% | -59.0% | -18.8% |
| 3Y | +91.5% | +93.3% | -1.8% | +39.6% |
| 5Y | +130.2% | +219.0% | -88.8% | +34.3% |
| All | +736.3% | +658.3% | +78.0% | +279.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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