-76.0%
TE vs SW
+56.1%
-132.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +3.7% |
| 7D | -12.6% | +2.3% | -14.9% | -13.1% |
| 30D | -36.7% | +6.8% | -43.5% | -37.8% |
| 3M | -57.5% | -5.2% | -52.3% | -57.0% |
| 6M | -55.2% | +7.4% | -62.6% | -56.2% |
| YTD | -64.7% | +17.4% | -82.1% | -66.8% |
| 1Y | -35.9% | +27.1% | -63.0% | -41.0% |
| 3Y | -31.8% | +47.9% | -79.7% | -36.8% |
| 5Y | -79.4% | -2.6% | -76.9% | -80.7% |
| All | -76.0% | +56.1% | -132.1% | -77.8% |
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