+15.3%
TMO vs SW
+0.2%
+15.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | 0.0% |
| 7D | +1.6% | -2.6% | +4.2% | +1.9% |
| 30D | +8.4% | +7.2% | +1.2% | +7.5% |
| 3M | +18.7% | -10.5% | +29.2% | +20.1% |
| 6M | +58.9% | +9.9% | +49.0% | +56.6% |
| YTD | +24.2% | +17.2% | +7.0% | +21.0% |
| 1Y | +22.8% | +26.5% | -3.7% | +18.6% |
| 3Y | +61.6% | +47.7% | +13.9% | +54.3% |
| 5Y | +15.3% | +0.2% | +15.1% | +10.3% |
| All | +15.3% | +0.2% | +15.1% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling