+378.7%
TMO vs SW
+184.4%
+194.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +2.8% | +2.2% | +0.7% | +2.6% |
| 30D | +9.1% | +7.4% | +1.7% | +8.3% |
| 3M | +19.9% | -5.9% | +25.8% | +20.5% |
| 6M | +54.7% | +9.0% | +45.8% | +52.8% |
| YTD | +24.3% | +18.1% | +6.2% | +21.3% |
| 1Y | +25.0% | +28.7% | -3.6% | +20.9% |
| 3Y | +61.7% | +48.8% | +12.9% | +53.5% |
| 5Y | +16.2% | +2.5% | +13.8% | +11.5% |
| 10Y | +378.7% | +184.4% | +194.2% | +288.4% |
| All | +378.7% | +184.4% | +194.2% | +288.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling