+161.7%
TTMI vs GWW
+29.1%
+132.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.1% |
| 7D | +0.7% | -3.4% | +4.0% | +1.8% |
| 30D | -8.4% | -1.9% | -6.5% | -7.9% |
| 3M | -32.5% | -2.4% | -30.1% | -32.9% |
| 6M | +32.5% | +15.7% | +16.8% | +18.6% |
| YTD | +83.2% | +27.6% | +55.6% | +55.0% |
| 1Y | +161.7% | +27.2% | +134.5% | +133.3% |
| All | +161.7% | +29.1% | +132.6% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling