+1,053.4%
TTMI vs SWK
+3.3%
+1,050.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +8.0% | +8.4% |
| 7D | +5.9% | -0.4% | +6.3% | +6.1% |
| 30D | -4.3% | -5.7% | +1.4% | -1.5% |
| 3M | -32.0% | +24.1% | -56.1% | -39.2% |
| 6M | +19.5% | +24.7% | -5.2% | +6.9% |
| YTD | +82.0% | +33.9% | +48.1% | +56.2% |
| 1Y | +172.6% | +34.7% | +137.9% | +132.3% |
| 3Y | +744.7% | +15.3% | +729.4% | +639.4% |
| 5Y | +805.6% | -39.3% | +844.8% | +941.2% |
| All | +1,053.4% | +3.3% | +1,050.1% | +875.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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