+730.4%
SW vs TRI
+435.2%
+295.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | +4.7% | +1.5% | +3.1% | +4.4% |
| 30D | +5.0% | +20.4% | -15.4% | +3.1% |
| 3M | -7.3% | +20.6% | -27.9% | -9.2% |
| 6M | +15.0% | +25.5% | -10.5% | +11.9% |
| YTD | +18.5% | -7.1% | +25.6% | +18.5% |
| 1Y | +27.1% | -14.7% | +41.8% | +28.2% |
| 3Y | +49.3% | -0.8% | +50.1% | +49.1% |
| 5Y | -1.6% | +10.4% | -12.1% | -2.9% |
| 10Y | +185.4% | +256.7% | -71.3% | +164.7% |
| All | +730.4% | +435.2% | +295.2% | +693.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling