+258.4%
TPR vs SW
-1.6%
+260.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.6% | +7.4% |
| 7D | +13.9% | +4.7% | +9.2% | +12.8% |
| 30D | +14.9% | +5.0% | +9.9% | +13.8% |
| 3M | -15.4% | -7.3% | -8.0% | -14.3% |
| 6M | -4.5% | +15.0% | -19.5% | -7.6% |
| YTD | +6.0% | +18.5% | -12.5% | +1.6% |
| 1Y | +24.3% | +27.1% | -2.8% | +17.7% |
| 3Y | +412.8% | +49.3% | +363.5% | +379.5% |
| 5Y | +258.4% | -1.6% | +260.1% | +231.7% |
| All | +258.4% | -1.6% | +260.1% | +231.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling