+755.0%
SW vs TRI
+378.9%
+376.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.8% |
| 7D | -5.1% | -0.5% | -4.6% | -5.1% |
| 30D | -4.6% | +7.9% | -12.5% | -5.3% |
| 3M | +9.4% | +24.1% | -14.7% | +7.0% |
| 6M | +3.5% | +3.8% | -0.3% | +2.6% |
| YTD | +22.0% | -16.9% | +38.9% | +23.5% |
| 1Y | +2.2% | -38.4% | +40.6% | +6.6% |
| 3Y | +19.6% | -12.2% | +31.8% | +21.0% |
| 5Y | -2.3% | -1.8% | -0.5% | -2.4% |
| 10Y | +181.4% | +207.6% | -26.3% | +164.4% |
| All | +755.0% | +378.9% | +376.1% | +727.1% |
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 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