+802.2%
TTMI vs TW
+19.6%
+782.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.5% |
| 7D | +6.0% | -2.7% | +8.7% | +6.2% |
| 30D | -6.4% | -1.7% | -4.7% | -6.3% |
| 3M | -28.9% | +1.6% | -30.5% | -29.6% |
| 6M | +26.9% | -17.7% | +44.6% | +30.6% |
| YTD | +77.3% | -4.3% | +81.7% | +75.8% |
| 1Y | +147.5% | -13.1% | +160.6% | +151.3% |
| 3Y | +847.6% | +20.3% | +827.4% | +727.6% |
| 5Y | +802.2% | +22.0% | +780.3% | +622.7% |
| All | +802.2% | +19.6% | +782.6% | +622.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling