+182.3%
SW vs TDY
+457.2%
-274.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -2.6% | +3.0% | -5.6% | -3.3% |
| 30D | +7.2% | +6.1% | +1.1% | +5.5% |
| 3M | -10.5% | -4.5% | -6.0% | -9.7% |
| 6M | +9.9% | +2.9% | +6.9% | +8.9% |
| YTD | +17.2% | +27.5% | -10.2% | +10.6% |
| 1Y | +26.5% | +26.5% | 0.0% | +19.6% |
| 3Y | +47.7% | +70.1% | -22.4% | +32.1% |
| 5Y | +0.2% | +46.8% | -46.6% | -9.3% |
| 10Y | +182.3% | +447.2% | -264.9% | +113.0% |
| All | +182.3% | +457.2% | -274.9% | +113.0% |
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