+459.4%
TTMI vs GWW
+7,274.1%
-6,814.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +4.7% |
| 7D | +12.2% | -1.5% | +13.7% | +13.2% |
| 30D | -5.7% | +1.1% | -6.8% | -6.5% |
| 3M | -27.5% | -1.0% | -26.5% | -27.8% |
| 6M | +47.1% | +16.3% | +30.8% | +31.9% |
| YTD | +87.5% | +28.5% | +59.0% | +56.6% |
| 1Y | +175.2% | +30.3% | +144.9% | +127.3% |
| 3Y | +901.9% | +91.6% | +810.3% | +540.2% |
| 5Y | +843.5% | +224.0% | +619.5% | +313.6% |
| 10Y | +1,077.0% | +551.3% | +525.7% | +173.3% |
| All | +459.4% | +7,274.1% | -6,814.7% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling