-9.2%
TDG vs SW
+25.3%
-34.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.4% | -2.9% |
| 7D | +1.2% | -3.0% | +4.1% | +2.0% |
| 30D | +8.1% | +4.2% | +4.0% | +7.0% |
| 3M | -2.6% | -11.5% | +8.9% | +0.2% |
| 6M | +1.0% | +8.6% | -7.6% | -1.6% |
| YTD | -9.5% | +15.0% | -24.5% | -12.3% |
| All | -9.2% | +25.3% | -34.5% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling