+18.9%
SWKS vs TPR
+20.9%
-2.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.4% | -3.6% |
| 7D | -4.9% | +12.6% | -17.6% | -7.3% |
| 30D | -1.2% | +7.1% | -8.3% | -2.7% |
| 3M | +24.2% | -19.4% | +43.5% | +30.1% |
| 6M | +21.5% | -9.7% | +31.2% | +22.1% |
| YTD | +33.5% | -1.0% | +34.5% | +28.3% |
| 1Y | +18.9% | +19.3% | -0.4% | +8.4% |
| All | +18.9% | +20.9% | -2.0% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling