+366.4%
TTMI vs SWK
-25.5%
+391.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.3% | +7.0% |
| 7D | -19.8% | +11.0% | -30.8% | -24.1% |
| 30D | -48.1% | +30.1% | -78.2% | -54.6% |
| 3M | -51.2% | +14.7% | -65.9% | -54.8% |
| 6M | -59.6% | +44.5% | -104.1% | -66.5% |
| YTD | -3.6% | +59.4% | -63.0% | -23.9% |
| 1Y | -2.3% | +77.5% | -79.9% | -26.3% |
| 3Y | +369.4% | +49.5% | +319.9% | +261.4% |
| All | +366.4% | -25.5% | +391.9% | +322.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling