-34.1%
SWKS vs TPG
+81.2%
-115.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.5% | +5.5% | +5.7% |
| 7D | +5.7% | -1.1% | +6.8% | +6.0% |
| 30D | +17.3% | +10.0% | +7.4% | +11.8% |
| 3M | +28.3% | -0.9% | +29.1% | +26.8% |
| 6M | +26.1% | +15.1% | +11.0% | +15.1% |
| YTD | +41.1% | -19.4% | +60.4% | +51.7% |
| 1Y | +31.4% | -9.0% | +40.4% | +32.5% |
| 3Y | +7.3% | +76.2% | -68.9% | -25.4% |
| All | -34.1% | +81.2% | -115.3% | -58.7% |
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