+17.5%
SWK vs TRU
+0.7%
+16.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.8% | +3.3% |
| 7D | -0.4% | -6.8% | +6.3% | +2.3% |
| 30D | -5.7% | 0.0% | -5.8% | -6.0% |
| 3M | +24.1% | +13.3% | +10.8% | +16.5% |
| 6M | +24.7% | +3.4% | +21.3% | +21.0% |
| YTD | +33.9% | -6.4% | +40.3% | +34.5% |
| 1Y | +34.7% | -9.7% | +44.4% | +36.7% |
| All | +17.5% | +0.7% | +16.9% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling