-42.5%
SWK vs TPG
+85.9%
-128.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -1.3% |
| 7D | +0.1% | -2.9% | +3.0% | +1.4% |
| 30D | -8.9% | +5.0% | -14.0% | -11.3% |
| 3M | +20.5% | +24.9% | -4.4% | +8.1% |
| 6M | +27.1% | +21.1% | +6.0% | +14.7% |
| YTD | +30.2% | -17.3% | +47.4% | +39.6% |
| 1Y | +24.8% | -9.8% | +34.6% | +27.7% |
| 3Y | +16.3% | +95.4% | -79.1% | -20.2% |
| All | -42.5% | +85.9% | -128.4% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling