+25.9%
SWKS vs TYL
+116.1%
-90.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.5% | +5.6% |
| 7D | +12.5% | -3.7% | +16.2% | +14.5% |
| 30D | +10.5% | +18.7% | -8.2% | +0.7% |
| 3M | -7.4% | +18.1% | -25.5% | -16.9% |
| 6M | +32.7% | -1.1% | +33.8% | +29.4% |
| YTD | +19.2% | -19.8% | +39.0% | +28.9% |
| 1Y | +2.4% | -34.3% | +36.7% | +24.5% |
| 3Y | -25.6% | -8.2% | -17.4% | -29.0% |
| 5Y | -53.4% | -25.4% | -28.0% | -50.7% |
| All | +25.9% | +116.1% | -90.3% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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