+49.3%
SW vs TAP
-20.1%
+69.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.8% |
| 7D | +4.7% | +7.7% | -3.0% | +1.9% |
| 30D | +5.0% | +14.4% | -9.4% | -0.1% |
| 3M | -7.3% | +2.0% | -9.4% | -8.2% |
| 6M | +15.0% | +2.5% | +12.5% | +13.5% |
| YTD | +18.5% | -6.4% | +24.9% | +20.7% |
| 1Y | +27.1% | -2.3% | +29.4% | +27.8% |
| All | +49.3% | -20.1% | +69.3% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling