+3,423.6%
SW vs TMF
-69.3%
+3,492.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +4.1% |
| 7D | +12.1% | +4.0% | +8.1% | +12.0% |
| 30D | +6.6% | +19.5% | -12.9% | +6.6% |
| 3M | -6.0% | -3.5% | -2.5% | -6.0% |
| 6M | +21.5% | -10.6% | +32.1% | +21.4% |
| YTD | +20.3% | -17.1% | +37.4% | +20.2% |
| 1Y | +28.1% | -24.3% | +52.4% | +27.8% |
| 3Y | +51.6% | -27.2% | +78.8% | +51.7% |
| 5Y | -0.1% | -87.6% | +87.4% | -4.9% |
| 10Y | +189.7% | -84.8% | +274.5% | +179.5% |
| All | +3,423.6% | -69.3% | +3,492.9% | +3,904.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling