+15.0%
SW vs TDY
-7.6%
+22.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | +1.6% |
| 7D | +4.7% | -12.7% | +17.3% | +12.0% |
| 30D | +5.0% | -4.9% | +9.9% | +6.0% |
| 3M | -7.3% | -13.5% | +6.1% | -0.5% |
| 6M | +15.0% | -6.4% | +21.3% | +15.1% |
| All | +15.0% | -7.6% | +22.5% | +15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling