+396.5%
TTMI vs SW
+177.1%
+219.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.8% |
| 7D | +11.4% | -2.9% | +14.3% | +11.8% |
| 30D | -28.3% | +5.0% | -33.3% | -28.9% |
| 3M | -46.7% | -13.7% | -33.0% | -45.8% |
| 6M | -56.1% | +8.0% | -64.1% | -56.9% |
| YTD | +7.4% | +14.0% | -6.6% | +4.4% |
| 1Y | +17.4% | +25.6% | -8.2% | +12.7% |
| 3Y | +429.1% | +40.1% | +389.0% | +406.4% |
| 5Y | +418.8% | -2.6% | +421.4% | +396.5% |
| All | +396.5% | +177.1% | +219.5% | +360.7% |
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 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