+113.5%
TDG vs SW
-2.6%
+116.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | +4.4% | +2.3% | +2.1% | +4.0% |
| 30D | +9.2% | +6.8% | +2.4% | +8.2% |
| 3M | -5.2% | -5.2% | 0.0% | -4.6% |
| 6M | -2.9% | +7.4% | -10.4% | -4.1% |
| YTD | -10.0% | +17.4% | -27.4% | -12.2% |
| 1Y | -5.9% | +27.1% | -33.0% | -9.1% |
| 3Y | +57.6% | +47.9% | +9.7% | +48.0% |
| All | +113.5% | -2.6% | +116.1% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling