+541.0%
TDG vs SW
+147.8%
+393.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -2.0% | -5.1% | +3.1% | -1.5% |
| 30D | -7.4% | -4.6% | -2.8% | -7.0% |
| 3M | -5.4% | +9.4% | -14.8% | -6.3% |
| 6M | -11.6% | +3.5% | -15.1% | -12.2% |
| YTD | -12.6% | +22.0% | -34.7% | -14.5% |
| 1Y | -9.3% | +2.2% | -11.6% | -10.1% |
| 3Y | +49.2% | +19.6% | +29.6% | +44.6% |
| 5Y | +132.1% | -2.3% | +134.5% | +122.6% |
| All | +541.0% | +147.8% | +393.2% | +485.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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