-36.8%
SWKS vs TPG
+71.4%
-108.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.0% | +13.8% | +11.6% |
| 7D | +17.5% | -11.8% | +29.4% | +23.9% |
| 30D | +23.0% | -6.3% | +29.2% | +25.6% |
| 3M | +19.5% | +13.6% | +6.0% | +11.2% |
| 6M | +54.3% | +13.8% | +40.5% | +41.9% |
| YTD | +35.3% | -23.7% | +59.0% | +50.3% |
| 1Y | +17.9% | -18.2% | +36.0% | +25.5% |
| 3Y | -6.8% | +80.1% | -86.9% | -35.7% |
| All | -36.8% | +71.4% | -108.2% | -59.1% |
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