+364.0%
TPR vs SW
+189.7%
+174.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.5% | +2.8% |
| 7D | +12.6% | +12.1% | +0.6% | +10.3% |
| 30D | +7.1% | +6.6% | +0.6% | +5.9% |
| 3M | -19.4% | -6.0% | -13.3% | -18.6% |
| 6M | -9.7% | +21.5% | -31.2% | -13.3% |
| YTD | -1.0% | +20.3% | -21.3% | -5.0% |
| 1Y | +19.3% | +28.1% | -8.8% | +13.2% |
| 3Y | +379.0% | +51.6% | +327.4% | +341.1% |
| 5Y | +239.1% | -0.1% | +239.2% | +220.1% |
| 10Y | +364.0% | +189.7% | +174.3% | +265.6% |
| All | +364.0% | +189.7% | +174.3% | +265.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling