+50.8%
SWKS vs TPR
+364.3%
-313.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +9.4% | -0.3% | +9.7% | +9.5% |
| 30D | +17.0% | +15.1% | +1.9% | +11.0% |
| 3M | +28.9% | +3.5% | +25.4% | +26.4% |
| 6M | +33.1% | +0.4% | +32.7% | +30.8% |
| YTD | +44.8% | +4.6% | +40.2% | +38.6% |
| 1Y | +36.2% | +33.1% | +3.1% | +19.6% |
| 3Y | +11.5% | +396.0% | -384.5% | -42.4% |
| 5Y | -37.1% | +230.3% | -267.3% | -63.5% |
| All | +50.8% | +364.3% | -313.5% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling