+258.6%
SWKS vs TPR
+8,117.6%
-7,859.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.1% | -9.1% | -4.9% |
| 7D | -9.2% | +13.9% | -23.0% | -14.1% |
| 30D | -1.9% | +14.9% | -16.8% | -7.7% |
| 3M | +21.2% | -15.4% | +36.6% | +27.2% |
| 6M | +12.9% | -4.5% | +17.4% | +12.0% |
| YTD | +30.7% | +6.0% | +24.7% | +23.6% |
| 1Y | +14.1% | +24.3% | -10.2% | +0.6% |
| 3Y | -1.7% | +412.8% | -414.5% | -54.4% |
| 5Y | -43.0% | +258.4% | -301.4% | -70.4% |
| 10Y | +34.3% | +396.8% | -362.5% | -49.8% |
| All | +258.6% | +8,117.6% | -7,859.0% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling