+147.8%
SW vs TCOM
-11.3%
+159.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -5.1% | -9.5% | +4.4% | -4.1% |
| 30D | -4.6% | -10.7% | +6.1% | -3.5% |
| 3M | +9.4% | -14.6% | +24.0% | +11.0% |
| 6M | +3.5% | -19.3% | +22.8% | +5.6% |
| YTD | +22.0% | -42.9% | +65.0% | +28.7% |
| 1Y | +2.2% | -43.8% | +46.0% | +8.0% |
| 3Y | +19.6% | +2.1% | +17.5% | +18.0% |
| 5Y | -2.3% | +31.2% | -33.6% | -9.3% |
| All | +147.8% | -11.3% | +159.1% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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