+537.7%
SWK vs TDY
+7,137.3%
-6,599.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -0.4% | -1.8% | +1.4% | +0.2% |
| 30D | -5.7% | -10.7% | +5.0% | -2.0% |
| 3M | +24.1% | -1.3% | +25.4% | +24.7% |
| 6M | +24.7% | -10.6% | +35.3% | +29.7% |
| YTD | +33.9% | +19.6% | +14.4% | +26.2% |
| 1Y | +34.7% | +11.6% | +23.0% | +29.9% |
| 3Y | +15.3% | +45.2% | -29.9% | +2.0% |
| 5Y | -39.3% | +36.1% | -75.3% | -45.1% |
| 10Y | +2.5% | +458.8% | -456.4% | -36.8% |
| All | +537.7% | +7,137.3% | -6,599.6% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling