+147.8%
SW vs TRU
+147.8%
0.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.9% | +7.2% | +2.7% |
| 7D | -5.1% | -6.8% | +1.7% | -3.5% |
| 30D | -4.6% | 0.0% | -4.6% | -4.7% |
| 3M | +9.4% | +13.3% | -3.9% | +5.9% |
| 6M | +3.5% | +3.4% | +0.1% | +2.2% |
| YTD | +22.0% | -6.4% | +28.4% | +22.6% |
| 1Y | +2.2% | -9.7% | +11.9% | +3.4% |
| 3Y | +19.6% | +0.1% | +19.4% | +17.2% |
| 5Y | -2.3% | -34.0% | +31.7% | -1.7% |
| All | +147.8% | +147.8% | 0.0% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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