+20.8%
SWK vs TRU
+186.2%
-165.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.3% | 0.0% | -2.2% | -2.3% |
| 30D | +30.4% | +24.3% | +6.2% | +15.8% |
| 3M | +12.1% | +2.3% | +9.8% | +9.7% |
| 6M | +49.1% | +17.7% | +31.4% | +33.2% |
| YTD | +60.4% | -3.8% | +64.2% | +56.9% |
| 1Y | +78.3% | -0.3% | +78.6% | +70.8% |
| 3Y | +53.3% | +58.4% | -5.1% | +8.9% |
| 5Y | -27.0% | -24.0% | -3.0% | -24.0% |
| 10Y | +20.8% | +187.9% | -167.1% | -21.8% |
| All | +20.8% | +186.2% | -165.4% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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