+755.0%
SW vs TAP
+15.0%
+740.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -5.1% | -2.3% | -2.8% | -4.8% |
| 30D | -4.6% | -2.1% | -2.4% | -4.3% |
| 3M | +9.4% | +6.6% | +2.8% | +8.5% |
| 6M | +3.5% | -11.5% | +15.0% | +5.0% |
| YTD | +22.0% | -10.3% | +32.3% | +23.6% |
| 1Y | +2.2% | -14.4% | +16.6% | +4.0% |
| 3Y | +19.6% | -28.3% | +47.9% | +23.4% |
| 5Y | -2.3% | +1.7% | -4.0% | -2.9% |
| 10Y | +181.4% | -49.2% | +230.6% | +183.0% |
| All | +755.0% | +15.0% | +740.0% | +733.9% |
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