+14,999.1%
TT vs GWW
+16,306.2%
-1,307.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.5% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -11.0% | +14.0% | -25.0% | -17.4% |
| 3M | -12.0% | +14.4% | -26.4% | -18.6% |
| 6M | -10.4% | +21.7% | -32.1% | -20.0% |
| YTD | +9.9% | +48.4% | -38.5% | -12.4% |
| 1Y | +1.5% | +58.4% | -56.9% | -22.1% |
| 3Y | +93.7% | +92.3% | +1.4% | +31.7% |
| 5Y | +139.2% | +221.8% | -82.6% | +21.1% |
| 10Y | +741.5% | +657.6% | +83.9% | +139.6% |
| All | +14,999.1% | +16,306.2% | -1,307.1% | +793.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling