+185.4%
SW vs TMF
-84.4%
+269.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | +4.7% | +2.7% | +1.9% | +4.6% |
| 30D | +5.0% | +19.3% | -14.3% | +4.9% |
| 3M | -7.3% | -3.7% | -3.7% | -7.3% |
| 6M | +15.0% | -11.3% | +26.3% | +14.9% |
| YTD | +18.5% | -16.6% | +35.1% | +18.4% |
| 1Y | +27.1% | -21.1% | +48.3% | +26.9% |
| 3Y | +49.3% | -26.8% | +76.1% | +49.7% |
| 5Y | -1.6% | -88.0% | +86.4% | -11.2% |
| All | +185.4% | -84.4% | +269.8% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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