+38.2%
SW vs TLN
+583.6%
-545.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.6% |
| 7D | -5.1% | +7.1% | -12.2% | -6.2% |
| 30D | -4.6% | -3.9% | -0.7% | -4.1% |
| 3M | +9.4% | -16.2% | +25.5% | +11.8% |
| 6M | +3.5% | -5.8% | +9.3% | +3.2% |
| YTD | +22.0% | -15.4% | +37.5% | +23.1% |
| 1Y | +2.2% | -16.7% | +18.9% | +3.0% |
| 3Y | +19.6% | +473.8% | -454.2% | -34.2% |
| All | +38.2% | +583.6% | -545.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling