+240.4%
TPR vs SW
-2.3%
+242.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -2.3% | -5.1% | +2.8% | -1.3% |
| 30D | -23.0% | -4.6% | -18.4% | -22.4% |
| 3M | -12.5% | +9.4% | -21.9% | -14.4% |
| 6M | -21.4% | +3.5% | -24.9% | -22.6% |
| YTD | -3.5% | +22.0% | -25.5% | -7.9% |
| 1Y | +17.4% | +2.2% | +15.1% | +15.2% |
| 3Y | +291.3% | +19.6% | +271.7% | +271.5% |
| All | +240.4% | -2.3% | +242.7% | +222.1% |
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