+172.6%
TTMI vs TW
-15.9%
+188.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +9.4% |
| 7D | +5.9% | -2.3% | +8.2% | +4.3% |
| 30D | -4.3% | +3.9% | -8.2% | -1.9% |
| 3M | -32.0% | +5.7% | -37.8% | -28.6% |
| 6M | +19.5% | -14.5% | +34.0% | +17.9% |
| YTD | +82.0% | -0.9% | +82.9% | +91.5% |
| 1Y | +172.6% | -13.5% | +186.1% | +155.6% |
| All | +172.6% | -15.9% | +188.5% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling