+2,782.2%
SW vs TNA
+924.1%
+1,858.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.3% |
| 7D | -5.7% | -7.3% | +1.6% | -5.0% |
| 30D | -11.4% | -14.2% | +2.7% | -10.2% |
| 3M | +2.2% | -4.6% | +6.7% | +2.6% |
| 6M | +4.5% | +36.9% | -32.4% | +1.6% |
| YTD | +15.1% | +42.5% | -27.5% | +11.3% |
| 1Y | -2.5% | +45.8% | -48.3% | -6.0% |
| 3Y | +28.0% | +104.7% | -76.7% | +18.1% |
| 5Y | -7.9% | -21.7% | +13.8% | -12.7% |
| 10Y | +133.7% | +83.8% | +49.8% | +103.4% |
| All | +2,782.2% | +924.1% | +1,858.1% | +2,341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling