+184.4%
SW vs TDY
+465.6%
-281.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.2% | -2.6% | +4.8% | +2.6% |
| 30D | +7.4% | +5.3% | +2.1% | +5.9% |
| 3M | -5.9% | -6.4% | +0.5% | -4.7% |
| 6M | +9.0% | +4.0% | +5.0% | +7.7% |
| YTD | +18.1% | +26.5% | -8.4% | +11.7% |
| 1Y | +28.7% | +24.2% | +4.4% | +22.1% |
| 3Y | +48.8% | +68.8% | -20.0% | +33.3% |
| 5Y | +2.5% | +45.9% | -43.4% | -7.1% |
| 10Y | +184.4% | +451.1% | -266.7% | +115.3% |
| All | +184.4% | +465.6% | -281.2% | +115.3% |
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