+273.1%
TSM vs SW
-2.3%
+275.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.6% |
| 7D | +2.7% | -5.1% | +7.8% | +3.6% |
| 30D | +3.6% | -4.6% | +8.2% | +4.4% |
| 3M | -3.4% | +9.4% | -12.8% | -5.3% |
| 6M | +20.6% | +3.5% | +17.1% | +19.0% |
| YTD | +41.9% | +22.0% | +19.8% | +36.1% |
| 1Y | +84.4% | +2.2% | +82.2% | +81.3% |
| 3Y | +380.2% | +19.6% | +360.6% | +358.3% |
| All | +273.1% | -2.3% | +275.5% | +264.8% |
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