+933.9%
TTMI vs TW
+206.7%
+727.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.6% |
| 7D | +0.7% | -4.5% | +5.2% | +1.6% |
| 30D | -8.4% | -2.3% | -6.2% | -8.1% |
| 3M | -32.5% | +2.6% | -35.1% | -33.7% |
| 6M | +32.5% | -17.5% | +50.0% | +37.1% |
| YTD | +83.2% | -5.3% | +88.6% | +81.0% |
| 1Y | +161.7% | -14.8% | +176.4% | +166.3% |
| 3Y | +890.1% | +18.8% | +871.3% | +767.9% |
| 5Y | +832.4% | +20.7% | +811.7% | +688.3% |
| All | +933.9% | +206.7% | +727.1% | +513.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling