-0.1%
SW vs TMF
-87.3%
+87.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.9% |
| 7D | +12.1% | +4.0% | +8.1% | +11.7% |
| 30D | +6.6% | +19.5% | -12.9% | +5.2% |
| 3M | -6.0% | -3.5% | -2.5% | -5.8% |
| 6M | +21.5% | -10.6% | +32.1% | +22.3% |
| YTD | +20.3% | -17.1% | +37.4% | +21.5% |
| 1Y | +28.1% | -24.3% | +52.4% | +29.9% |
| 3Y | +51.6% | -27.2% | +78.8% | +53.8% |
| 5Y | -0.1% | -87.6% | +87.4% | -8.8% |
| All | -0.1% | -87.3% | +87.1% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling