+56.5%
TDG vs SW
+40.4%
+16.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | +1.1% | +4.7% | -3.5% | +0.4% |
| 30D | +7.8% | +5.0% | +2.8% | +6.8% |
| 3M | -5.2% | -7.3% | +2.1% | -4.2% |
| 6M | -0.2% | +15.0% | -15.2% | -2.6% |
| YTD | -10.6% | +18.5% | -29.1% | -13.3% |
| 1Y | -6.1% | +27.1% | -33.2% | -9.8% |
| All | +56.5% | +40.4% | +16.2% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling