+169.1%
TTMI vs SWK
+892.4%
-723.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.6% | -12.6% | -13.7% |
| 7D | -29.0% | +11.3% | -40.3% | -34.5% |
| 30D | -53.1% | +28.1% | -81.2% | -60.7% |
| 3M | -52.6% | +12.6% | -65.2% | -57.1% |
| 6M | -61.0% | +51.7% | -112.7% | -70.8% |
| YTD | -9.8% | +60.0% | -69.8% | -35.0% |
| 1Y | -11.2% | +72.7% | -83.9% | -38.9% |
| 3Y | +325.0% | +46.3% | +278.7% | +200.6% |
| 5Y | +335.4% | -24.6% | +360.0% | +338.7% |
| 10Y | +380.1% | +32.2% | +347.8% | +189.4% |
| All | +169.1% | +892.4% | -723.3% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling