+27.1%
SW vs TCOM
-36.9%
+64.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.9% |
| 7D | +4.7% | +13.6% | -9.0% | +2.9% |
| 30D | +5.0% | +14.5% | -9.5% | +3.1% |
| 3M | -7.3% | -4.7% | -2.7% | -7.3% |
| 6M | +15.0% | -16.4% | +31.4% | +16.6% |
| YTD | +18.5% | -39.1% | +57.6% | +21.5% |
| 1Y | +27.1% | -37.8% | +65.0% | +29.4% |
| All | +27.1% | -36.9% | +64.0% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling