+50.0%
SWK vs TAP
-20.1%
+70.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.7% |
| 7D | +11.3% | +7.7% | +3.6% | +8.2% |
| 30D | +28.1% | +14.4% | +13.7% | +21.6% |
| 3M | +12.6% | +2.0% | +10.6% | +11.5% |
| 6M | +51.7% | +2.5% | +49.2% | +49.4% |
| YTD | +60.0% | -6.4% | +66.4% | +62.6% |
| 1Y | +72.7% | -2.3% | +75.0% | +71.9% |
| All | +50.0% | -20.1% | +70.1% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling