+32.1%
SWKS vs TPR
+383.4%
-351.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -6.2% | +14.2% | -20.4% | -10.5% |
| 30D | -1.5% | +17.1% | -18.6% | -7.0% |
| 3M | +23.0% | -17.7% | +40.7% | +29.5% |
| 6M | +27.6% | -10.2% | +37.8% | +29.9% |
| YTD | +32.3% | +4.9% | +27.4% | +26.6% |
| 1Y | +20.1% | +36.1% | -16.0% | +4.6% |
| 3Y | +0.6% | +416.5% | -415.8% | -48.7% |
| 5Y | -42.3% | +254.8% | -297.1% | -67.3% |
| All | +32.1% | +383.4% | -351.3% | -41.6% |
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