+296.9%
TSM vs SW
+40.4%
+256.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.5% | -9.3% | -10.4% |
| 7D | -18.2% | +4.7% | -22.9% | -19.1% |
| 30D | -26.8% | +5.0% | -31.8% | -27.8% |
| 3M | -14.5% | -7.3% | -7.1% | -13.1% |
| 6M | -10.0% | +15.0% | -25.0% | -14.1% |
| YTD | +17.1% | +18.5% | -1.4% | +10.2% |
| 1Y | +21.5% | +27.1% | -5.6% | +12.2% |
| All | +296.9% | +40.4% | +256.5% | +273.1% |
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 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