-43.6%
SWKS vs TRI
+5.0%
-48.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.7% | +5.9% | +2.1% |
| 7D | -6.2% | -4.8% | -1.4% | -5.5% |
| 30D | -1.5% | +13.4% | -14.9% | -4.6% |
| 3M | +23.0% | +13.1% | +9.8% | +17.8% |
| 6M | +27.6% | +24.4% | +3.2% | +16.6% |
| YTD | +32.3% | -11.4% | +43.8% | +41.0% |
| 1Y | +20.1% | -15.6% | +35.7% | +31.4% |
| 3Y | +0.6% | -6.5% | +7.1% | -8.6% |
| All | -43.6% | +5.0% | -48.6% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 5y: compounded portfolio wealth divided by compounded TRI 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…
5y analysis · Full analysis span regression · 6 months rolling