+417.0%
TTMI vs SWK
-30.7%
+447.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | +11.4% | -1.4% | +12.8% | +12.2% |
| 30D | -28.3% | +25.5% | -53.7% | -36.2% |
| 3M | -46.7% | +11.8% | -58.4% | -50.0% |
| 6M | -56.1% | +48.7% | -104.8% | -64.1% |
| YTD | +7.4% | +57.2% | -49.8% | -14.7% |
| 1Y | +17.4% | +75.3% | -57.9% | -11.0% |
| 3Y | +429.1% | +51.9% | +377.2% | +304.3% |
| All | +417.0% | -30.7% | +447.6% | +381.7% |
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