+34.2%
SW vs TLN
+581.9%
-547.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.0% |
| 7D | +4.7% | -9.4% | +14.0% | +6.0% |
| 30D | +5.0% | -15.2% | +20.2% | +7.3% |
| 3M | -7.3% | -4.1% | -3.2% | -7.6% |
| 6M | +15.0% | -17.8% | +32.8% | +16.8% |
| YTD | +18.5% | -15.6% | +34.2% | +18.6% |
| 1Y | +27.1% | -21.6% | +48.8% | +28.6% |
| 3Y | +49.3% | +497.6% | -448.2% | -18.9% |
| All | +34.2% | +581.9% | -547.7% | -26.6% |
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