+182.7%
SW vs TNA
+66.5%
+116.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.4% |
| 7D | +2.3% | -7.0% | +9.3% | +3.3% |
| 30D | +6.8% | -6.4% | +13.2% | +7.6% |
| 3M | -5.2% | -25.7% | +20.5% | -1.0% |
| 6M | +7.4% | -19.7% | +27.2% | +10.7% |
| YTD | +17.4% | +18.3% | -0.9% | +13.8% |
| 1Y | +27.1% | +24.6% | +2.5% | +22.1% |
| 3Y | +47.9% | +112.8% | -65.0% | +29.3% |
| 5Y | -2.6% | -49.5% | +47.0% | -6.8% |
| All | +182.7% | +66.5% | +116.2% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling