+299.4%
TPR vs SW
+19.6%
+279.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 to 2026-09-04.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | -2.3% | -5.1% | +2.8% | -0.8% |
| 30D | -23.0% | -4.6% | -18.4% | -22.1% |
| 3M | -12.5% | +9.4% | -21.9% | -15.5% |
| 6M | -21.4% | +3.5% | -24.9% | -23.2% |
| YTD | -3.5% | +22.0% | -25.5% | -10.6% |
| 1Y | +17.4% | +2.2% | +15.1% | +13.8% |
| All | +299.4% | +19.6% | +279.8% | +262.2% |
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 2023-09-04 to 2026-09-04: 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling