+21.9%
SWK vs TDY
+437.5%
-415.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -2.0% | +9.4% | -11.4% | -8.1% |
| 30D | +24.6% | +5.9% | +18.6% | +18.4% |
| 3M | +10.8% | -5.7% | +16.5% | +14.3% |
| 6M | +46.1% | +2.4% | +43.6% | +41.9% |
| YTD | +56.8% | +26.8% | +30.0% | +30.3% |
| 1Y | +72.7% | +24.7% | +48.1% | +45.2% |
| 3Y | +49.9% | +69.2% | -19.3% | +0.2% |
| 5Y | -30.9% | +45.7% | -76.6% | -49.3% |
| All | +21.9% | +437.5% | -415.6% | -56.7% |
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