+730.4%
SW vs TCOM
+250.2%
+480.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.7% |
| 7D | +4.7% | +13.6% | -9.0% | +3.7% |
| 30D | +5.0% | +14.5% | -9.5% | +4.0% |
| 3M | -7.3% | -4.7% | -2.7% | -7.1% |
| 6M | +15.0% | -16.4% | +31.4% | +16.2% |
| YTD | +18.5% | -39.1% | +57.6% | +22.1% |
| 1Y | +27.1% | -37.8% | +65.0% | +30.7% |
| 3Y | +49.3% | +31.1% | +18.2% | +45.9% |
| 5Y | -1.6% | +45.7% | -47.4% | -6.3% |
| 10Y | +185.4% | +3.7% | +181.7% | +170.9% |
| All | +730.4% | +250.2% | +480.2% | +623.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling