-40.1%
SWK vs TDY
+36.7%
-76.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.2% |
| 7D | +0.1% | -0.9% | +1.0% | +0.8% |
| 30D | -8.9% | -12.5% | +3.6% | -0.1% |
| 3M | +20.5% | -1.2% | +21.7% | +21.5% |
| 6M | +27.1% | -6.6% | +33.7% | +33.1% |
| YTD | +30.2% | +18.5% | +11.7% | +15.0% |
| 1Y | +24.8% | +10.8% | +14.0% | +15.4% |
| 3Y | +16.3% | +47.5% | -31.2% | -12.1% |
| 5Y | -40.1% | +35.8% | -75.9% | -53.9% |
| All | -40.1% | +36.7% | -76.8% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling