+19.6%
SW vs TMF
-42.2%
+61.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -5.1% | -1.4% | -3.7% | -4.8% |
| 30D | -4.6% | -2.8% | -1.8% | -4.1% |
| 3M | +9.4% | -10.9% | +20.3% | +11.5% |
| 6M | +3.5% | -21.3% | +24.8% | +7.0% |
| YTD | +22.0% | -15.9% | +37.9% | +25.1% |
| 1Y | +2.2% | -15.7% | +17.9% | +4.9% |
| All | +19.6% | -42.2% | +61.8% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling