+49.3%
SW vs TXG
+46.5%
+2.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.0% | +12.5% | +0.6% |
| 7D | +4.7% | -28.8% | +33.5% | +9.7% |
| 30D | +5.0% | -28.0% | +33.0% | +9.4% |
| 3M | -7.3% | +22.3% | -29.7% | -13.2% |
| 6M | +15.0% | +163.8% | -148.8% | -7.4% |
| YTD | +18.5% | +256.0% | -237.5% | -10.6% |
| 1Y | +27.1% | +330.4% | -303.3% | -8.6% |
| All | +49.3% | +46.5% | +2.7% | +22.0% |
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