+396.7%
TTMI vs SW
+182.7%
+214.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.9% | +7.8% | +7.0% |
| 7D | -19.8% | +2.3% | -22.1% | -20.1% |
| 30D | -48.1% | +6.8% | -54.9% | -48.7% |
| 3M | -51.2% | -5.2% | -46.0% | -51.0% |
| 6M | -59.6% | +7.4% | -67.0% | -60.2% |
| YTD | -3.6% | +17.4% | -21.0% | -6.6% |
| 1Y | -2.3% | +27.1% | -29.4% | -6.4% |
| 3Y | +369.4% | +47.9% | +321.5% | +346.8% |
| 5Y | +365.4% | -2.6% | +368.0% | +344.6% |
| All | +396.7% | +182.7% | +214.0% | +373.4% |
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