-2.3%
SW vs TDY
+37.2%
-39.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -5.1% | -1.8% | -3.3% | -4.4% |
| 30D | -4.6% | -10.7% | +6.1% | -0.4% |
| 3M | +9.4% | -1.3% | +10.7% | +9.9% |
| 6M | +3.5% | -10.6% | +14.1% | +7.7% |
| YTD | +22.0% | +19.6% | +2.5% | +13.7% |
| 1Y | +2.2% | +11.6% | -9.4% | -2.6% |
| 3Y | +19.6% | +45.2% | -25.6% | +4.4% |
| All | -2.3% | +37.2% | -39.5% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling