+0.6%
SWKS vs TPR
+407.4%
-406.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -6.2% | +14.2% | -20.4% | -9.4% |
| 30D | -1.5% | +17.1% | -18.6% | -5.6% |
| 3M | +23.0% | -17.7% | +40.7% | +28.6% |
| 6M | +27.6% | -10.2% | +37.8% | +29.6% |
| YTD | +32.3% | +4.9% | +27.4% | +27.7% |
| 1Y | +20.1% | +36.1% | -16.0% | +7.4% |
| 3Y | +0.6% | +416.5% | -415.8% | -48.0% |
| All | +0.6% | +407.4% | -406.8% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling