+47.1%
SWK vs TRU
+250.8%
-203.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.1% |
| 7D | +11.3% | +9.8% | +1.4% | +6.3% |
| 30D | +28.1% | +30.7% | -2.6% | +11.4% |
| 3M | +12.6% | +3.8% | +8.8% | +9.4% |
| 6M | +51.7% | +21.9% | +29.8% | +33.8% |
| YTD | +60.0% | -2.8% | +62.8% | +55.8% |
| 1Y | +72.7% | +4.8% | +67.9% | +61.4% |
| 3Y | +46.3% | +67.6% | -21.3% | +3.4% |
| 5Y | -24.6% | -25.0% | +0.4% | -21.6% |
| 10Y | +32.2% | +178.6% | -146.4% | -16.1% |
| All | +47.1% | +250.8% | -203.7% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling