+2,177.8%
TT vs SW
+743.1%
+1,434.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.7% | -2.0% |
| 7D | -8.5% | +12.1% | -20.5% | -9.5% |
| 30D | -12.8% | +6.6% | -19.4% | -13.4% |
| 3M | -12.9% | -6.0% | -6.9% | -12.5% |
| 6M | -15.2% | +21.5% | -36.7% | -17.0% |
| YTD | +6.2% | +20.3% | -14.1% | +3.9% |
| 1Y | -4.5% | +28.1% | -32.7% | -7.2% |
| 3Y | +93.6% | +51.6% | +42.0% | +83.9% |
| 5Y | +141.1% | -0.1% | +141.2% | +131.9% |
| 10Y | +796.8% | +189.7% | +607.0% | +668.2% |
| All | +2,177.8% | +743.1% | +1,434.7% | +1,481.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling