+36.3%
SW vs TLN
+604.6%
-568.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -8.5% | +12.6% | +5.4% |
| 7D | +12.1% | -6.0% | +18.1% | +12.9% |
| 30D | +6.6% | -1.5% | +8.1% | +6.2% |
| 3M | -6.0% | -3.9% | -2.1% | -6.2% |
| 6M | +21.5% | -15.0% | +36.5% | +22.8% |
| YTD | +20.3% | -12.8% | +33.1% | +19.8% |
| 1Y | +28.1% | -17.3% | +45.5% | +28.5% |
| 3Y | +51.6% | +517.5% | -465.9% | -18.1% |
| All | +36.3% | +604.6% | -568.4% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling