+2.4%
SWKS vs TRU
-7.3%
+9.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.9% | +9.5% | +3.8% |
| 7D | +12.5% | -6.8% | +19.3% | +12.8% |
| 30D | +10.5% | 0.0% | +10.5% | +10.3% |
| 3M | -7.4% | +13.3% | -20.7% | -8.3% |
| 6M | +32.7% | +3.4% | +29.2% | +32.3% |
| YTD | +19.2% | -6.4% | +25.5% | +19.4% |
| 1Y | +2.4% | -9.7% | +12.1% | +1.3% |
| All | +2.4% | -7.3% | +9.7% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling