+51.9%
SWK vs TDY
+68.3%
-16.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | -1.4% | +4.1% | -5.4% | -3.9% |
| 30D | +25.5% | +5.7% | +19.7% | +19.5% |
| 3M | +11.8% | -4.4% | +16.2% | +14.3% |
| 6M | +48.7% | +1.2% | +47.5% | +45.7% |
| YTD | +57.2% | +26.0% | +31.1% | +31.5% |
| 1Y | +75.3% | +27.4% | +47.9% | +45.6% |
| 3Y | +51.9% | +67.5% | -15.6% | -2.4% |
| All | +51.9% | +68.3% | -16.4% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling