+129.1%
TT vs SW
+19.6%
+109.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | -0.2% | -5.1% | +4.9% | +0.6% |
| 30D | -7.4% | -4.6% | -2.8% | -6.7% |
| 3M | -3.2% | +9.4% | -12.6% | -4.9% |
| 6M | +1.1% | +3.5% | -2.4% | -0.2% |
| YTD | +15.6% | +22.0% | -6.4% | +11.3% |
| 1Y | +9.2% | +2.2% | +7.0% | +7.4% |
| All | +129.1% | +19.6% | +109.5% | +115.7% |
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 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