+755.0%
SW vs TDY
+1,078.9%
-323.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -5.1% | -1.8% | -3.3% | -4.8% |
| 30D | -4.6% | -10.7% | +6.1% | -3.1% |
| 3M | +9.4% | -1.3% | +10.7% | +9.6% |
| 6M | +3.5% | -10.6% | +14.1% | +5.0% |
| YTD | +22.0% | +19.6% | +2.5% | +19.3% |
| 1Y | +2.2% | +11.6% | -9.4% | +0.7% |
| 3Y | +19.6% | +45.2% | -25.6% | +14.3% |
| 5Y | -2.3% | +36.1% | -38.4% | -6.6% |
| 10Y | +181.4% | +458.8% | -277.5% | +143.4% |
| All | +755.0% | +1,078.9% | -323.9% | +553.8% |
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