+1,501.0%
SWK vs TAP
+864.5%
+636.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.1% |
| 7D | +11.3% | +7.7% | +3.6% | +9.3% |
| 30D | +28.1% | +14.4% | +13.7% | +23.9% |
| 3M | +12.6% | +2.0% | +10.6% | +11.9% |
| 6M | +51.7% | +2.5% | +49.2% | +50.3% |
| YTD | +60.0% | -6.4% | +66.4% | +61.7% |
| 1Y | +72.7% | -2.3% | +75.0% | +72.6% |
| 3Y | +46.3% | -20.3% | +66.6% | +52.9% |
| 5Y | -24.6% | +6.9% | -31.5% | -27.1% |
| 10Y | +32.2% | -46.3% | +78.6% | +43.3% |
| All | +1,501.0% | +864.5% | +636.5% | +961.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling