+911.5%
TT vs SW
+147.8%
+763.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | -0.2% | -5.1% | +4.9% | +0.4% |
| 30D | -7.4% | -4.6% | -2.8% | -6.9% |
| 3M | -3.2% | +9.4% | -12.6% | -4.4% |
| 6M | +1.1% | +3.5% | -2.4% | +0.3% |
| YTD | +15.6% | +22.0% | -6.4% | +12.5% |
| 1Y | +9.2% | +2.2% | +7.0% | +8.0% |
| 3Y | +124.4% | +19.6% | +104.8% | +115.9% |
| 5Y | +138.0% | -2.3% | +140.3% | +127.3% |
| All | +911.5% | +147.8% | +763.7% | +734.0% |
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