+8,007.1%
SWKS vs TYL
+12,593.6%
-4,586.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.5% | +4.3% |
| 7D | +12.5% | -3.7% | +16.2% | +13.2% |
| 30D | +10.5% | +18.7% | -8.2% | +6.8% |
| 3M | -7.4% | +18.1% | -25.5% | -10.9% |
| 6M | +32.7% | -1.1% | +33.8% | +31.5% |
| YTD | +19.2% | -19.8% | +39.0% | +22.3% |
| 1Y | +2.4% | -34.3% | +36.7% | +9.0% |
| 3Y | -25.6% | -8.2% | -17.4% | -25.9% |
| 5Y | -53.4% | -25.4% | -28.0% | -51.8% |
| 10Y | +23.2% | +115.6% | -92.4% | +7.3% |
| All | +8,007.1% | +12,593.6% | -4,586.5% | +2,989.5% |
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