-1.6%
SW vs TCOM
+49.5%
-51.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.8% |
| 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% | -6.8% |
| 6M | +15.0% | -16.4% | +31.4% | +17.3% |
| YTD | +18.5% | -39.1% | +57.6% | +25.4% |
| 1Y | +27.1% | -37.8% | +65.0% | +34.1% |
| 3Y | +49.3% | +31.1% | +18.2% | +43.2% |
| 5Y | -1.6% | +45.7% | -47.4% | -16.8% |
| All | -1.6% | +49.5% | -51.2% | -16.8% |
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 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