-2.3%
SW vs TMF
-87.5%
+85.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -5.1% | -1.4% | -3.7% | -5.0% |
| 30D | -4.6% | -2.8% | -1.8% | -4.4% |
| 3M | +9.4% | -10.9% | +20.3% | +10.2% |
| 6M | +3.5% | -21.3% | +24.8% | +4.8% |
| YTD | +22.0% | -15.9% | +37.9% | +23.2% |
| 1Y | +2.2% | -15.7% | +17.9% | +3.3% |
| 3Y | +19.6% | -43.4% | +62.9% | +20.7% |
| All | -2.3% | -87.5% | +85.2% | -5.4% |
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