+177.1%
SW vs TCOM
+5.9%
+171.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.0% |
| 7D | -2.9% | -1.8% | -1.1% | -2.7% |
| 30D | +5.0% | +12.1% | -7.1% | +3.7% |
| 3M | -13.7% | -3.2% | -10.5% | -13.4% |
| 6M | +8.0% | -16.6% | +24.7% | +9.8% |
| YTD | +14.0% | -39.4% | +53.4% | +19.5% |
| 1Y | +25.6% | -41.5% | +67.1% | +32.2% |
| 3Y | +40.1% | +24.4% | +15.7% | +35.8% |
| 5Y | -2.6% | +41.6% | -44.2% | -10.3% |
| All | +177.1% | +5.9% | +171.2% | +143.4% |
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