+0.7%
SWK vs TDY
+455.3%
-454.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -1.1% |
| 7D | -4.6% | -1.8% | -2.7% | -3.3% |
| 30D | -9.9% | -13.8% | +3.9% | 0.0% |
| 3M | +15.4% | -3.9% | +19.3% | +18.7% |
| 6M | +25.0% | -9.0% | +34.0% | +33.6% |
| YTD | +27.2% | +16.5% | +10.7% | +13.5% |
| 1Y | +24.6% | +9.3% | +15.3% | +16.2% |
| 3Y | +13.7% | +45.1% | -31.4% | -14.1% |
| 5Y | -41.5% | +35.0% | -76.5% | -54.2% |
| 10Y | +0.7% | +469.0% | -468.3% | -65.4% |
| All | +0.7% | +455.3% | -454.6% | -65.4% |
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