+19.6%
SW vs TCOM
+7.1%
+12.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -5.1% | -9.5% | +4.4% | -3.6% |
| 30D | -4.6% | -10.7% | +6.1% | -2.9% |
| 3M | +9.4% | -14.6% | +24.0% | +11.8% |
| 6M | +3.5% | -19.3% | +22.8% | +6.8% |
| YTD | +22.0% | -42.9% | +65.0% | +32.6% |
| 1Y | +2.2% | -43.8% | +46.0% | +11.3% |
| All | +19.6% | +7.1% | +12.5% | +15.8% |
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