+22.2%
SWK vs TAP
-46.0%
+68.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -1.3% |
| 7D | -1.4% | +1.3% | -2.6% | -2.0% |
| 30D | +25.5% | +5.7% | +19.7% | +22.1% |
| 3M | +11.8% | -1.9% | +13.7% | +12.4% |
| 6M | +48.7% | +0.9% | +47.8% | +46.7% |
| YTD | +57.2% | -9.5% | +66.7% | +62.2% |
| 1Y | +75.3% | -9.0% | +84.2% | +80.2% |
| 3Y | +51.9% | -22.2% | +74.2% | +65.2% |
| 5Y | -30.7% | +1.2% | -32.0% | -35.7% |
| All | +22.2% | -46.0% | +68.1% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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