+2.5%
SW vs TCOM
+44.4%
-41.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.2% | +6.5% | -4.4% | +1.3% |
| 30D | +7.4% | +13.3% | -5.9% | +5.7% |
| 3M | -5.9% | -6.5% | +0.5% | -5.2% |
| 6M | +9.0% | -16.3% | +25.3% | +11.1% |
| YTD | +18.1% | -38.7% | +56.8% | +24.8% |
| 1Y | +28.7% | -40.1% | +68.8% | +36.4% |
| 3Y | +48.8% | +30.6% | +18.1% | +42.7% |
| 5Y | +2.5% | +45.8% | -43.3% | -13.5% |
| All | +2.5% | +44.4% | -41.9% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling