+264.0%
TSM vs SW
-0.1%
+264.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -2.9% |
| 7D | -10.0% | +12.1% | -22.0% | -11.8% |
| 30D | -18.5% | +6.6% | -25.1% | -19.5% |
| 3M | -4.9% | -6.0% | +1.1% | -4.1% |
| 6M | -1.0% | +21.5% | -22.4% | -4.9% |
| YTD | +31.3% | +20.3% | +10.9% | +25.9% |
| 1Y | +36.0% | +28.1% | +7.9% | +29.1% |
| 3Y | +348.7% | +51.6% | +297.1% | +318.4% |
| 5Y | +264.0% | -0.1% | +264.1% | +255.1% |
| All | +264.0% | -0.1% | +264.1% | +255.1% |
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