+29.5%
SWK vs TDY
+518.8%
-489.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | 0.0% |
| 7D | +10.7% | -2.5% | +13.2% | +11.8% |
| 30D | +33.3% | +4.8% | +28.5% | +27.7% |
| 3M | +14.7% | -6.9% | +21.6% | +19.4% |
| 6M | +48.5% | +3.5% | +45.0% | +43.1% |
| YTD | +63.9% | +26.0% | +37.9% | +36.8% |
| 1Y | +80.4% | +25.4% | +55.0% | +51.0% |
| 3Y | +58.1% | +70.9% | -12.8% | +4.9% |
| 5Y | -24.5% | +46.6% | -71.0% | -44.8% |
| 10Y | +29.5% | +468.9% | -439.4% | -57.7% |
| All | +29.5% | +518.8% | -489.3% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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