+9.4%
TMO vs SW
-2.3%
+11.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -0.9% |
| 7D | -1.4% | -5.1% | +3.7% | -0.8% |
| 30D | +6.2% | -4.6% | +10.8% | +6.7% |
| 3M | +27.5% | +9.4% | +18.1% | +25.9% |
| 6M | +20.0% | +3.5% | +16.4% | +18.9% |
| YTD | +6.1% | +22.0% | -15.9% | +3.1% |
| 1Y | +25.8% | +2.2% | +23.6% | +24.3% |
| 3Y | +11.2% | +19.6% | -8.4% | +7.6% |
| All | +9.4% | -2.3% | +11.7% | +4.7% |
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