+28.1%
SW vs TXG
+406.9%
-378.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.7% | +3.8% |
| 7D | +12.1% | -19.3% | +31.3% | +13.8% |
| 30D | +6.6% | -30.9% | +37.5% | +9.7% |
| 3M | -6.0% | +41.1% | -47.1% | -11.8% |
| 6M | +21.5% | +211.9% | -190.4% | +2.2% |
| YTD | +20.3% | +314.0% | -293.7% | +0.4% |
| 1Y | +28.1% | +405.4% | -377.2% | +6.7% |
| All | +28.1% | +406.9% | -378.8% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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