+83.4%
SW vs TXG
+9.8%
+73.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.2% |
| 7D | +2.3% | -15.4% | +17.8% | +4.0% |
| 30D | +6.8% | -22.1% | +28.9% | +9.0% |
| 3M | -5.2% | +30.0% | -35.2% | -9.5% |
| 6M | +7.4% | +160.7% | -153.3% | -5.9% |
| YTD | +17.4% | +263.5% | -246.1% | -1.6% |
| 1Y | +27.1% | +356.0% | -328.9% | +3.3% |
| 3Y | +47.9% | +53.4% | -5.5% | +26.7% |
| 5Y | -2.6% | -66.7% | +64.1% | -14.5% |
| All | +83.4% | +9.8% | +73.7% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling