+19.5%
TTMI vs SW
+4.3%
+15.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.6% | +8.4% |
| 7D | +5.9% | -5.1% | +11.0% | +7.6% |
| 30D | -4.3% | -4.6% | +0.3% | -3.0% |
| 3M | -32.0% | +9.4% | -41.4% | -36.0% |
| 6M | +19.5% | +3.5% | +15.9% | +24.8% |
| All | +19.5% | +4.3% | +15.2% | +24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling