-0.1%
SW vs TAP
+9.1%
-9.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.0% | +3.3% |
| 7D | +12.1% | +9.9% | +2.1% | +9.4% |
| 30D | +6.6% | +18.1% | -11.6% | +2.1% |
| 3M | -6.0% | +3.2% | -9.2% | -6.9% |
| 6M | +21.5% | +8.4% | +13.0% | +18.7% |
| YTD | +20.3% | -4.4% | +24.7% | +21.2% |
| 1Y | +28.1% | +3.2% | +24.9% | +27.0% |
| 3Y | +51.6% | -18.6% | +70.2% | +55.5% |
| 5Y | -0.1% | +10.1% | -10.3% | +1.5% |
| All | -0.1% | +9.1% | -9.2% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling