-33.3%
TLT vs SW
-2.3%
-30.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -0.4% | -5.1% | +4.7% | -0.3% |
| 30D | -0.6% | -4.6% | +4.0% | -0.5% |
| 3M | -2.7% | +9.4% | -12.1% | -2.9% |
| 6M | -5.6% | +3.5% | -9.1% | -5.8% |
| YTD | -2.8% | +22.0% | -24.8% | -3.2% |
| 1Y | -1.4% | +2.2% | -3.6% | -1.7% |
| 3Y | -1.6% | +19.6% | -21.2% | -2.5% |
| All | -33.3% | -2.3% | -30.9% | -33.6% |
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 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