+451.5%
TTMI vs SW
+0.2%
+451.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +9.1% |
| 7D | +7.2% | -2.6% | +9.8% | +7.8% |
| 30D | -28.7% | +7.2% | -35.9% | -29.8% |
| 3M | -39.8% | -10.5% | -29.3% | -38.8% |
| 6M | -51.7% | +9.9% | -61.6% | -53.1% |
| YTD | +14.1% | +17.2% | -3.2% | +8.6% |
| 1Y | +16.0% | +26.5% | -10.5% | +8.8% |
| 3Y | +452.7% | +47.7% | +405.0% | +414.7% |
| 5Y | +451.5% | +0.2% | +451.3% | +392.3% |
| All | +451.5% | +0.2% | +451.3% | +392.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling