+384.1%
TPR vs SW
+185.4%
+198.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.6% | +7.3% |
| 7D | +13.9% | +4.7% | +9.2% | +12.9% |
| 30D | +14.9% | +5.0% | +9.9% | +13.9% |
| 3M | -15.4% | -7.3% | -8.0% | -14.4% |
| 6M | -4.5% | +15.0% | -19.5% | -7.3% |
| YTD | +6.0% | +18.5% | -12.5% | +2.0% |
| 1Y | +24.3% | +27.1% | -2.8% | +18.2% |
| 3Y | +412.8% | +49.3% | +363.5% | +373.5% |
| 5Y | +258.4% | -1.6% | +260.1% | +239.2% |
| All | +384.1% | +185.4% | +198.7% | +290.3% |
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