+743.1%
SW vs TD
+673.3%
+69.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +3.6% |
| 7D | +12.1% | +1.4% | +10.7% | +11.8% |
| 30D | +6.6% | +10.2% | -3.7% | +4.7% |
| 3M | -6.0% | +8.1% | -14.1% | -7.3% |
| 6M | +21.5% | +22.3% | -0.8% | +17.4% |
| YTD | +20.3% | +39.0% | -18.7% | +13.8% |
| 1Y | +28.1% | +62.6% | -34.5% | +18.2% |
| 3Y | +51.6% | +141.2% | -89.6% | +31.4% |
| 5Y | -0.1% | +112.4% | -112.5% | -12.2% |
| 10Y | +189.7% | +325.5% | -135.8% | +136.1% |
| All | +743.1% | +673.3% | +69.8% | +624.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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