+78.1%
SW vs TXG
+7.8%
+70.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.7% |
| 7D | -2.9% | -1.8% | -1.1% | -2.8% |
| 30D | +5.0% | -20.4% | +25.4% | +6.9% |
| 3M | -13.7% | +0.1% | -13.7% | -15.0% |
| 6M | +8.0% | +176.2% | -168.2% | -6.1% |
| YTD | +14.0% | +256.8% | -242.8% | -4.3% |
| 1Y | +25.6% | +255.9% | -230.3% | +5.2% |
| 3Y | +40.1% | +60.2% | -20.1% | +19.7% |
| 5Y | -2.6% | -65.1% | +62.5% | -14.5% |
| All | +78.1% | +7.8% | +70.3% | +44.4% |
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