+3,473.5%
SW vs TMF
-68.9%
+3,542.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -5.1% | -1.4% | -3.7% | -5.1% |
| 30D | -4.6% | -2.8% | -1.8% | -4.6% |
| 3M | +9.4% | -10.9% | +20.3% | +9.3% |
| 6M | +3.5% | -21.3% | +24.8% | +3.3% |
| YTD | +22.0% | -15.9% | +37.9% | +21.9% |
| 1Y | +2.2% | -15.7% | +17.9% | +2.1% |
| 3Y | +19.6% | -43.4% | +62.9% | +18.8% |
| 5Y | -2.3% | -87.8% | +85.4% | -7.0% |
| 10Y | +181.4% | -86.7% | +268.1% | +171.0% |
| All | +3,473.5% | -68.9% | +3,542.3% | +3,962.1% |
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