+81.3%
SWK vs TDY
+24.5%
+56.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +0.6% |
| 7D | +10.7% | -2.5% | +13.2% | +11.7% |
| 30D | +33.3% | +4.8% | +28.5% | +27.6% |
| 3M | +14.7% | -6.9% | +21.6% | +19.5% |
| 6M | +48.5% | +3.5% | +45.0% | +42.8% |
| YTD | +63.9% | +26.0% | +37.9% | +34.7% |
| All | +81.3% | +24.5% | +56.8% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling