+1,115.9%
TMO vs SW
+730.4%
+385.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.0% |
| 7D | -4.5% | +4.7% | -9.2% | -4.8% |
| 30D | +3.1% | +5.0% | -1.9% | +2.7% |
| 3M | +17.2% | -7.3% | +24.6% | +17.7% |
| 6M | +45.3% | +15.0% | +30.3% | +43.7% |
| YTD | +17.1% | +18.5% | -1.4% | +15.4% |
| 1Y | +19.7% | +27.1% | -7.5% | +17.4% |
| 3Y | +50.3% | +49.3% | +1.0% | +45.7% |
| 5Y | +11.3% | -1.6% | +13.0% | +8.7% |
| 10Y | +375.1% | +185.4% | +189.7% | +338.2% |
| All | +1,115.9% | +730.4% | +385.5% | +983.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling