+339.1%
TTMI vs SW
+40.4%
+298.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.5% | -13.7% | -14.8% |
| 7D | -29.0% | +4.7% | -33.7% | -29.9% |
| 30D | -53.1% | +5.0% | -58.1% | -53.9% |
| 3M | -52.6% | -7.3% | -45.3% | -51.9% |
| 6M | -61.0% | +15.0% | -76.0% | -63.2% |
| YTD | -9.8% | +18.5% | -28.3% | -16.9% |
| 1Y | -11.2% | +27.1% | -38.3% | -20.1% |
| All | +339.1% | +40.4% | +298.7% | +316.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling