+680.3%
SWK vs TDY
+7,524.8%
-6,844.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +1.5% |
| 7D | +10.7% | -2.5% | +13.2% | +11.3% |
| 30D | +33.3% | +4.8% | +28.5% | +30.7% |
| 3M | +14.7% | -6.9% | +21.6% | +17.0% |
| 6M | +48.5% | +3.5% | +45.0% | +46.2% |
| YTD | +63.9% | +26.0% | +37.9% | +51.1% |
| 1Y | +80.4% | +25.4% | +55.0% | +66.7% |
| 3Y | +58.1% | +70.9% | -12.8% | +32.0% |
| 5Y | -24.5% | +46.6% | -71.0% | -33.6% |
| 10Y | +29.5% | +468.9% | -439.4% | -21.1% |
| All | +680.3% | +7,524.8% | -6,844.4% | +211.3% |
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