+7.4%
SW vs TDY
-2.6%
+10.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.5% | -2.9% |
| 7D | +2.3% | -6.0% | +8.3% | +5.2% |
| 30D | +6.8% | +2.4% | +4.4% | +3.4% |
| 3M | -5.2% | -10.0% | +4.8% | -0.2% |
| 6M | +7.4% | -4.0% | +11.4% | +6.5% |
| All | +7.4% | -2.6% | +10.0% | +6.5% |
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