+1,054.4%
TTMI vs SW
+147.8%
+906.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.6% | +8.7% |
| 7D | +5.9% | -5.1% | +11.0% | +6.6% |
| 30D | -4.3% | -4.6% | +0.3% | -3.8% |
| 3M | -32.0% | +9.4% | -41.4% | -33.1% |
| 6M | +19.5% | +3.5% | +15.9% | +18.3% |
| YTD | +82.0% | +22.0% | +60.0% | +76.0% |
| 1Y | +172.6% | +2.2% | +170.4% | +168.6% |
| 3Y | +744.7% | +19.6% | +725.1% | +716.6% |
| 5Y | +805.6% | -2.3% | +807.9% | +764.9% |
| All | +1,054.4% | +147.8% | +906.6% | +974.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling