+8,794.6%
SWKS vs TYL
+14,906.9%
-6,112.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.4% |
| 7D | -9.2% | +15.1% | -24.3% | -11.7% |
| 30D | -1.9% | +30.1% | -32.0% | -6.8% |
| 3M | +21.2% | +40.4% | -19.2% | +12.9% |
| 6M | +12.9% | +31.3% | -18.4% | +5.6% |
| YTD | +30.7% | -5.2% | +35.9% | +29.2% |
| 1Y | +14.1% | -6.6% | +20.7% | +13.1% |
| 3Y | -1.7% | +3.4% | -5.1% | -4.7% |
| 5Y | -43.0% | -19.3% | -23.7% | -42.2% |
| 10Y | +34.3% | +178.1% | -143.8% | +11.2% |
| All | +8,794.6% | +14,906.9% | -6,112.3% | +3,165.4% |
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