+8,981.9%
SWKS vs TYL
+14,656.9%
-5,675.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.7% | -7.6% | -3.8% |
| 7D | -4.9% | +17.3% | -22.2% | -7.8% |
| 30D | -1.2% | +28.9% | -30.1% | -6.0% |
| 3M | +24.2% | +35.1% | -10.9% | +16.5% |
| 6M | +21.5% | +29.3% | -7.8% | +14.0% |
| YTD | +33.5% | -6.8% | +40.3% | +32.4% |
| 1Y | +18.9% | -9.9% | +28.8% | +18.6% |
| 3Y | +0.4% | +1.7% | -1.3% | -2.4% |
| 5Y | -44.3% | -21.6% | -22.7% | -43.2% |
| 10Y | +37.1% | +173.5% | -136.3% | +13.9% |
| All | +8,981.9% | +14,656.9% | -5,675.0% | +3,245.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling