+59.3%
TLT vs SW
+743.1%
-683.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.8% |
| 7D | +1.0% | +12.1% | -11.1% | +1.0% |
| 30D | +6.0% | +6.6% | -0.5% | +6.0% |
| 3M | -0.9% | -6.0% | +5.1% | -0.9% |
| 6M | -2.3% | +21.5% | -23.7% | -2.2% |
| YTD | -3.3% | +20.3% | -23.6% | -3.2% |
| 1Y | -5.6% | +28.1% | -33.7% | -5.5% |
| 3Y | +5.2% | +51.6% | -46.4% | +5.7% |
| 5Y | -33.9% | -0.1% | -33.7% | -33.7% |
| 10Y | -17.8% | +189.7% | -207.5% | -16.5% |
| All | +59.3% | +743.1% | -683.8% | +63.7% |
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