-76.8%
TE vs SW
+57.6%
-134.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -1.5% | -15.0% | -16.1% |
| 7D | -20.3% | +4.7% | -24.9% | -21.2% |
| 30D | -40.0% | +5.0% | -45.0% | -40.8% |
| 3M | -58.3% | -7.3% | -51.0% | -57.6% |
| 6M | -57.3% | +15.0% | -72.3% | -58.9% |
| YTD | -65.9% | +18.5% | -84.4% | -68.0% |
| 1Y | -44.3% | +27.1% | -71.4% | -48.7% |
| 3Y | -36.0% | +49.3% | -85.3% | -40.8% |
| 5Y | -80.1% | -1.6% | -78.5% | -81.4% |
| All | -76.8% | +57.6% | -134.4% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling