+189.7%
SW vs TAP
-45.5%
+235.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.0% | +3.5% |
| 7D | +12.1% | +9.9% | +2.1% | +10.0% |
| 30D | +6.6% | +18.1% | -11.6% | +3.2% |
| 3M | -6.0% | +3.2% | -9.2% | -6.7% |
| 6M | +21.5% | +8.4% | +13.0% | +19.4% |
| YTD | +20.3% | -4.4% | +24.7% | +21.0% |
| 1Y | +28.1% | +3.2% | +24.9% | +27.2% |
| 3Y | +51.6% | -18.6% | +70.2% | +55.2% |
| 5Y | -0.1% | +10.1% | -10.3% | -2.7% |
| 10Y | +189.7% | -45.2% | +234.9% | +177.1% |
| All | +189.7% | -45.5% | +235.2% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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