+21.5%
SWKS vs TYL
+26.0%
-4.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.7% | -7.6% | -1.6% |
| 7D | -4.9% | +17.3% | -22.2% | -0.5% |
| 30D | -1.2% | +28.9% | -30.1% | +6.5% |
| 3M | +24.2% | +35.1% | -10.9% | +34.5% |
| 6M | +21.5% | +29.3% | -7.8% | +34.2% |
| All | +21.5% | +26.0% | -4.5% | +34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling