+743.1%
SW vs TAP
+22.5%
+720.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.0% | +3.7% |
| 7D | +12.1% | +9.9% | +2.1% | +10.6% |
| 30D | +6.6% | +18.1% | -11.6% | +4.2% |
| 3M | -6.0% | +3.2% | -9.2% | -6.5% |
| 6M | +21.5% | +8.4% | +13.0% | +20.1% |
| YTD | +20.3% | -4.4% | +24.7% | +20.8% |
| 1Y | +28.1% | +3.2% | +24.9% | +27.5% |
| 3Y | +51.6% | -18.6% | +70.2% | +54.2% |
| 5Y | -0.1% | +10.1% | -10.3% | -1.7% |
| 10Y | +189.7% | -45.2% | +234.9% | +188.6% |
| All | +743.1% | +22.5% | +720.5% | +714.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling