+49.5%
SWK vs TDY
+62.6%
-13.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -3.3% |
| 7D | +11.0% | -6.0% | +17.1% | +14.8% |
| 30D | +30.1% | +2.4% | +27.7% | +26.4% |
| 3M | +14.7% | -10.0% | +24.7% | +22.0% |
| 6M | +44.5% | -4.0% | +48.5% | +46.4% |
| YTD | +59.4% | +21.1% | +38.3% | +36.8% |
| 1Y | +77.5% | +22.1% | +55.4% | +51.5% |
| 3Y | +49.5% | +64.0% | -14.5% | -5.1% |
| All | +49.5% | +62.6% | -13.2% | -5.1% |
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