+27.1%
SW vs TMF
-22.6%
+49.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | +4.7% | +2.7% | +1.9% | +3.0% |
| 30D | +5.0% | +19.3% | -14.3% | -5.1% |
| 3M | -7.3% | -3.7% | -3.7% | -5.2% |
| 6M | +15.0% | -11.3% | +26.3% | +22.2% |
| YTD | +18.5% | -16.6% | +35.1% | +27.3% |
| 1Y | +27.1% | -21.1% | +48.3% | +38.7% |
| All | +27.1% | -22.6% | +49.8% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling