+60.2%
TLT vs SW
+755.0%
-694.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -0.4% | -5.1% | +4.7% | -0.4% |
| 30D | -0.6% | -4.6% | +4.0% | -0.6% |
| 3M | -2.7% | +9.4% | -12.1% | -2.7% |
| 6M | -5.6% | +3.5% | -9.1% | -5.6% |
| YTD | -2.8% | +22.0% | -24.8% | -2.7% |
| 1Y | -1.4% | +2.2% | -3.6% | -1.4% |
| 3Y | -1.6% | +19.6% | -21.2% | -1.4% |
| 5Y | -33.8% | -2.3% | -31.5% | -33.7% |
| 10Y | -21.1% | +181.4% | -202.5% | -19.9% |
| All | +60.2% | +755.0% | -694.8% | +64.7% |
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