+2,385.4%
TT vs SW
+755.0%
+1,630.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.7% |
| 7D | 0.0% | -5.1% | +5.1% | +0.5% |
| 30D | -7.2% | -4.6% | -2.6% | -6.8% |
| 3M | -3.0% | +9.4% | -12.4% | -3.9% |
| 6M | +1.4% | +3.5% | -2.2% | +0.7% |
| YTD | +15.9% | +22.0% | -6.1% | +13.4% |
| 1Y | +9.4% | +2.2% | +7.2% | +8.5% |
| 3Y | +124.4% | +19.6% | +104.8% | +117.2% |
| 5Y | +138.0% | -2.3% | +140.3% | +129.3% |
| 10Y | +886.4% | +181.4% | +705.0% | +745.7% |
| All | +2,385.4% | +755.0% | +1,630.4% | +1,624.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded SW 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling