+2,868.2%
SW vs TNA
+726.6%
+2,141.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.6% | +12.1% | -0.2% |
| 7D | +4.7% | -14.0% | +18.7% | +6.0% |
| 30D | +5.0% | -12.5% | +17.5% | +6.2% |
| 3M | -7.3% | -28.8% | +21.5% | -4.5% |
| 6M | +15.0% | -18.4% | +33.4% | +17.0% |
| YTD | +18.5% | +15.1% | +3.5% | +16.7% |
| 1Y | +27.1% | +14.7% | +12.4% | +25.1% |
| 3Y | +49.3% | +99.7% | -50.4% | +38.9% |
| 5Y | -1.6% | -50.9% | +49.2% | -3.9% |
| 10Y | +185.4% | +71.6% | +113.8% | +152.3% |
| All | +2,868.2% | +726.6% | +2,141.6% | +2,460.5% |
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