-1.6%
SW vs TXG
-67.6%
+65.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.0% | +12.5% | +0.4% |
| 7D | +4.7% | -28.8% | +33.5% | +9.0% |
| 30D | +5.0% | -28.0% | +33.0% | +8.9% |
| 3M | -7.3% | +22.3% | -29.7% | -12.0% |
| 6M | +15.0% | +163.8% | -148.8% | -3.2% |
| YTD | +18.5% | +256.0% | -237.5% | -5.3% |
| 1Y | +27.1% | +330.4% | -303.3% | -2.0% |
| 3Y | +49.3% | +46.2% | +3.1% | +24.1% |
| 5Y | -1.6% | -67.4% | +65.7% | -8.5% |
| All | -1.6% | -67.6% | +65.9% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling