+722.5%
SW vs TDY
+1,094.2%
-371.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.5% | -1.6% |
| 7D | +2.3% | -6.0% | +8.3% | +3.1% |
| 30D | +6.8% | +2.4% | +4.4% | +6.3% |
| 3M | -5.2% | -10.0% | +4.8% | -3.9% |
| 6M | +7.4% | -4.0% | +11.4% | +7.9% |
| YTD | +17.4% | +21.1% | -3.7% | +14.4% |
| 1Y | +27.1% | +22.1% | +5.0% | +23.7% |
| 3Y | +47.9% | +64.0% | -16.1% | +39.5% |
| 5Y | -2.6% | +38.6% | -41.2% | -7.2% |
| 10Y | +182.7% | +501.5% | -318.8% | +143.1% |
| All | +722.5% | +1,094.2% | -371.7% | +527.1% |
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