+48.8%
SW vs TXG
+73.9%
-25.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.9% |
| 7D | +2.2% | -3.7% | +5.8% | +2.5% |
| 30D | +7.4% | -22.0% | +29.4% | +10.5% |
| 3M | -5.9% | +7.4% | -13.3% | -9.4% |
| 6M | +9.0% | +191.2% | -182.2% | -13.7% |
| YTD | +18.1% | +285.7% | -267.5% | -12.2% |
| 1Y | +28.7% | +268.3% | -239.6% | -4.1% |
| 3Y | +48.8% | +77.3% | -28.5% | +17.4% |
| All | +48.8% | +73.9% | -25.2% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling