+51.6%
SW vs TCOM
+25.3%
+26.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.2% | +0.9% | +3.5% |
| 7D | +12.1% | +10.7% | +1.4% | +10.1% |
| 30D | +6.6% | +10.1% | -3.5% | +4.8% |
| 3M | -6.0% | -8.9% | +2.8% | -4.7% |
| 6M | +21.5% | -19.2% | +40.6% | +25.4% |
| YTD | +20.3% | -40.6% | +61.0% | +30.2% |
| 1Y | +28.1% | -39.0% | +67.2% | +37.9% |
| All | +51.6% | +25.3% | +26.3% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling