-2.3%
SW vs TXG
-66.1%
+63.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -5.1% | +1.8% | -6.9% | -5.4% |
| 30D | -4.6% | +32.0% | -36.6% | -8.7% |
| 3M | +9.4% | +87.0% | -77.6% | -1.2% |
| 6M | +3.5% | +180.1% | -176.6% | -12.3% |
| YTD | +22.0% | +284.1% | -262.1% | -1.7% |
| 1Y | +2.2% | +361.7% | -359.5% | -20.8% |
| 3Y | +19.6% | +15.9% | +3.7% | +3.3% |
| All | -2.3% | -66.1% | +63.7% | -5.4% |
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 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