-2.3%
SW vs TNA
-22.2%
+19.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.1% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -4.6% | -4.9% | +0.3% | -3.5% |
| 3M | +9.4% | +0.4% | +9.0% | +9.1% |
| 6M | +3.5% | +32.5% | -29.0% | -3.3% |
| YTD | +22.0% | +53.7% | -31.7% | +10.0% |
| 1Y | +2.2% | +65.1% | -62.9% | -9.8% |
| 3Y | +19.6% | +98.4% | -78.9% | -3.7% |
| All | -2.3% | -22.2% | +19.8% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling