+1,320.5%
TSM vs SW
+185.4%
+1,135.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.5% | -9.3% | -10.6% |
| 7D | -18.2% | +4.7% | -22.9% | -18.7% |
| 30D | -26.8% | +5.0% | -31.8% | -27.3% |
| 3M | -14.5% | -7.3% | -7.1% | -13.9% |
| 6M | -10.0% | +15.0% | -25.0% | -11.8% |
| YTD | +17.1% | +18.5% | -1.4% | +14.2% |
| 1Y | +21.5% | +27.1% | -5.6% | +17.5% |
| 3Y | +300.4% | +49.3% | +251.1% | +282.6% |
| 5Y | +224.7% | -1.6% | +226.3% | +214.0% |
| All | +1,320.5% | +185.4% | +1,135.1% | +1,076.4% |
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