+796.8%
TT vs SW
+189.7%
+607.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.7% | -2.1% |
| 7D | -8.5% | +12.1% | -20.5% | -9.7% |
| 30D | -12.8% | +6.6% | -19.4% | -13.5% |
| 3M | -12.9% | -6.0% | -6.9% | -12.4% |
| 6M | -15.2% | +21.5% | -36.7% | -17.4% |
| YTD | +6.2% | +20.3% | -14.1% | +3.4% |
| 1Y | -4.5% | +28.1% | -32.7% | -7.7% |
| 3Y | +93.6% | +51.6% | +42.0% | +82.1% |
| 5Y | +141.1% | -0.1% | +141.2% | +129.7% |
| 10Y | +796.8% | +189.7% | +607.0% | +634.5% |
| All | +796.8% | +189.7% | +607.0% | +634.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling