+183.3%
SW vs TDY
+518.8%
-335.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.7% |
| 7D | +1.8% | -2.5% | +4.3% | +2.3% |
| 30D | +7.0% | +4.8% | +2.2% | +5.6% |
| 3M | -7.6% | -6.9% | -0.7% | -6.3% |
| 6M | +8.5% | +3.5% | +5.0% | +7.4% |
| YTD | +17.7% | +26.0% | -8.3% | +11.4% |
| 1Y | +27.1% | +25.4% | +1.7% | +20.4% |
| 3Y | +48.2% | +70.9% | -22.7% | +32.6% |
| 5Y | -2.3% | +46.6% | -48.9% | -11.4% |
| 10Y | +183.3% | +468.9% | -285.5% | +117.9% |
| All | +183.3% | +518.8% | -335.4% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling