+370.8%
TMO vs SW
+182.7%
+188.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.6% | +2.7% |
| 7D | -0.3% | +2.3% | -2.6% | -0.6% |
| 30D | +4.9% | +6.8% | -1.8% | +4.2% |
| 3M | +19.9% | -5.2% | +25.1% | +20.4% |
| 6M | +47.2% | +7.4% | +39.7% | +45.6% |
| YTD | +20.2% | +17.4% | +2.8% | +17.4% |
| 1Y | +23.2% | +27.1% | -3.9% | +19.2% |
| 3Y | +54.2% | +47.9% | +6.3% | +46.4% |
| 5Y | +14.3% | -2.6% | +16.8% | +10.1% |
| All | +370.8% | +182.7% | +188.1% | +279.3% |
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