+12.9%
TMO vs SW
-2.6%
+15.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 3M | +19.9% | -5.2% | +25.1% | +20.5% |
| 6M | +47.2% | +7.4% | +39.7% | +45.5% |
| YTD | +20.2% | +17.4% | +2.8% | +17.2% |
| 1Y | +23.2% | +27.1% | -3.9% | +18.9% |
| 3Y | +54.2% | +47.9% | +6.3% | +47.3% |
| All | +12.9% | -2.6% | +15.4% | +8.1% |
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