+470.9%
TPR vs SW
+755.0%
-284.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -2.3% | -5.1% | +2.8% | -1.7% |
| 30D | -23.0% | -4.6% | -18.4% | -22.6% |
| 3M | -12.5% | +9.4% | -21.9% | -13.5% |
| 6M | -21.4% | +3.5% | -24.9% | -22.0% |
| YTD | -3.5% | +22.0% | -25.5% | -5.9% |
| 1Y | +17.4% | +2.2% | +15.1% | +16.3% |
| 3Y | +291.3% | +19.6% | +271.7% | +279.5% |
| 5Y | +241.9% | -2.3% | +244.2% | +230.4% |
| 10Y | +322.7% | +181.4% | +141.3% | +269.3% |
| All | +470.9% | +755.0% | -284.1% | +366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling