+658.8%
SWK vs TDY
+7,231.6%
-6,572.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.9% |
| 7D | +11.0% | -6.0% | +17.1% | +13.0% |
| 30D | +30.1% | +2.4% | +27.7% | +28.5% |
| 3M | +14.7% | -10.0% | +24.7% | +18.4% |
| 6M | +44.5% | -4.0% | +48.5% | +46.0% |
| YTD | +59.4% | +21.1% | +38.3% | +49.0% |
| 1Y | +77.5% | +22.1% | +55.4% | +65.5% |
| 3Y | +49.5% | +64.0% | -14.5% | +26.5% |
| 5Y | -24.9% | +38.6% | -63.5% | -32.8% |
| 10Y | +31.8% | +501.5% | -469.8% | -20.7% |
| All | +658.8% | +7,231.6% | -6,572.7% | +206.8% |
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