+387.3%
TPR vs SW
+42.5%
+344.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.5% | +2.2% |
| 7D | +12.6% | +12.1% | +0.6% | +8.7% |
| 30D | +7.1% | +6.6% | +0.6% | +5.0% |
| 3M | -19.4% | -6.0% | -13.3% | -18.2% |
| 6M | -9.7% | +21.5% | -31.2% | -16.1% |
| YTD | -1.0% | +20.3% | -21.3% | -8.4% |
| 1Y | +19.3% | +28.1% | -8.8% | +8.2% |
| All | +387.3% | +42.5% | +344.8% | +330.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling