-34.1%
TE vs SW
+40.4%
-74.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -1.5% | -15.0% | -15.8% |
| 7D | -20.3% | +4.7% | -24.9% | -22.0% |
| 30D | -40.0% | +5.0% | -45.0% | -41.5% |
| 3M | -58.3% | -7.3% | -51.0% | -56.9% |
| 6M | -57.3% | +15.0% | -72.3% | -60.7% |
| YTD | -65.9% | +18.5% | -84.4% | -70.8% |
| 1Y | -44.3% | +27.1% | -71.4% | -54.6% |
| All | -34.1% | +40.4% | -74.5% | -56.2% |
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