+149.2%
TT vs GWW
+223.7%
-74.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +1.0% |
| 7D | +1.6% | -1.5% | +3.1% | +2.4% |
| 30D | -7.3% | +1.1% | -8.4% | -7.9% |
| 3M | -2.6% | -1.0% | -1.6% | -2.3% |
| 6M | +5.9% | +16.3% | -10.4% | -3.0% |
| YTD | +15.4% | +28.5% | -13.1% | -0.3% |
| 1Y | +8.2% | +30.3% | -22.0% | -7.4% |
| 3Y | +122.7% | +91.6% | +31.1% | +48.9% |
| All | +149.2% | +223.7% | -74.5% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling