+30.5%
SWKS vs TPR
+388.4%
-357.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.1% | -9.1% | -4.4% |
| 7D | -9.2% | +13.9% | -23.0% | -13.3% |
| 30D | -1.9% | +14.9% | -16.8% | -6.9% |
| 3M | +21.2% | -15.4% | +36.6% | +26.5% |
| 6M | +12.9% | -4.5% | +17.4% | +12.2% |
| YTD | +30.7% | +6.0% | +24.7% | +24.7% |
| 1Y | +14.1% | +24.3% | -10.2% | +2.5% |
| 3Y | -1.7% | +412.8% | -414.5% | -49.8% |
| 5Y | -43.0% | +258.4% | -301.4% | -67.8% |
| All | +30.5% | +388.4% | -357.8% | -42.5% |
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