+136.6%
TDG vs SW
-2.3%
+138.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -2.0% | -5.1% | +3.1% | -1.4% |
| 30D | -7.4% | -4.6% | -2.8% | -6.9% |
| 3M | -5.4% | +9.4% | -14.8% | -6.6% |
| 6M | -11.6% | +3.5% | -15.1% | -12.4% |
| YTD | -12.6% | +22.0% | -34.7% | -15.1% |
| 1Y | -9.3% | +2.2% | -11.6% | -10.4% |
| 3Y | +49.2% | +19.6% | +29.6% | +43.2% |
| All | +136.6% | -2.3% | +138.9% | +121.2% |
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 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