+64.0%
TMO vs SW
+48.2%
+15.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.6% | +3.8% |
| 7D | +5.7% | +1.8% | +3.9% | +5.4% |
| 30D | +9.7% | +7.0% | +2.6% | +8.4% |
| 3M | +21.6% | -7.6% | +29.2% | +22.9% |
| 6M | +55.5% | +8.5% | +46.9% | +52.6% |
| YTD | +24.9% | +17.7% | +7.2% | +19.9% |
| 1Y | +26.5% | +27.1% | -0.6% | +19.7% |
| 3Y | +64.0% | +48.2% | +15.8% | +60.6% |
| All | +64.0% | +48.2% | +15.8% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling