+83.8%
SW vs TXG
+20.5%
+63.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.7% | -9.5% | -0.8% |
| 7D | +1.8% | +5.5% | -3.7% | +1.1% |
| 30D | +7.0% | -19.3% | +26.4% | +8.8% |
| 3M | -7.6% | +25.0% | -32.7% | -11.4% |
| 6M | +8.5% | +201.2% | -192.6% | -6.5% |
| YTD | +17.7% | +298.8% | -281.2% | -2.4% |
| 1Y | +27.1% | +326.6% | -299.5% | +4.2% |
| 3Y | +48.2% | +78.3% | -30.1% | +25.2% |
| 5Y | -2.3% | -61.3% | +59.0% | -15.3% |
| All | +83.8% | +20.5% | +63.4% | +47.3% |
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