+927.0%
TTMI vs TW
+221.1%
+705.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.7% |
| 7D | +5.9% | -2.3% | +8.2% | +6.4% |
| 30D | -4.3% | +3.9% | -8.2% | -5.1% |
| 3M | -32.0% | +5.7% | -37.8% | -33.8% |
| 6M | +19.5% | -14.5% | +34.0% | +22.9% |
| YTD | +82.0% | -0.9% | +82.9% | +78.2% |
| 1Y | +172.6% | -13.5% | +186.1% | +177.6% |
| 3Y | +744.7% | +25.0% | +719.7% | +632.5% |
| 5Y | +805.6% | +22.7% | +782.9% | +666.8% |
| All | +927.0% | +221.1% | +705.9% | +503.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling