+85.8%
TT vs SW
+40.4%
+45.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.1% |
| 7D | -9.0% | +4.7% | -13.6% | -9.7% |
| 30D | -17.6% | +5.0% | -22.6% | -18.4% |
| 3M | -18.7% | -7.3% | -11.3% | -17.7% |
| 6M | -17.4% | +15.0% | -32.4% | -19.7% |
| YTD | +1.5% | +18.5% | -17.0% | -2.0% |
| 1Y | -9.4% | +27.1% | -36.5% | -13.5% |
| All | +85.8% | +40.4% | +45.5% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling