+730.4%
SW vs TDY
+1,042.3%
-311.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | -0.6% |
| 7D | +4.7% | -12.7% | +17.3% | +6.5% |
| 30D | +5.0% | -4.9% | +9.9% | +5.6% |
| 3M | -7.3% | -13.5% | +6.1% | -5.6% |
| 6M | +15.0% | -6.4% | +21.3% | +15.9% |
| YTD | +18.5% | +15.9% | +2.7% | +16.2% |
| 1Y | +27.1% | +15.4% | +11.7% | +24.7% |
| 3Y | +49.3% | +55.9% | -6.6% | +41.8% |
| 5Y | -1.6% | +32.6% | -34.2% | -5.7% |
| 10Y | +185.4% | +475.4% | -290.0% | +147.0% |
| All | +730.4% | +1,042.3% | -311.9% | +537.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling