+184.4%
SW vs TRI
+222.0%
-37.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.2% | -1.6% | +3.8% | +2.4% |
| 30D | +7.4% | +5.0% | +2.4% | +6.4% |
| 3M | -5.9% | +4.6% | -10.5% | -7.1% |
| 6M | +9.0% | +18.3% | -9.3% | +4.9% |
| YTD | +18.1% | -14.7% | +32.8% | +21.0% |
| 1Y | +28.7% | -16.7% | +45.3% | +32.5% |
| 3Y | +48.8% | -11.3% | +60.1% | +51.6% |
| 5Y | +2.5% | -0.6% | +3.0% | +1.3% |
| 10Y | +184.4% | +220.2% | -35.8% | +143.1% |
| All | +184.4% | +222.0% | -37.6% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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