+25.7%
SW vs TRU
-1.2%
+26.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -3.0% | -2.2% | -0.8% | -2.3% |
| 30D | +4.2% | +20.2% | -16.0% | -2.1% |
| 3M | -11.5% | +2.2% | -13.8% | -12.4% |
| 6M | +8.6% | +17.6% | -9.0% | +2.4% |
| YTD | +15.0% | -5.0% | +19.9% | +15.2% |
| 1Y | +25.7% | -1.0% | +26.6% | +21.2% |
| All | +25.7% | -1.2% | +26.9% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling