+54.1%
T vs SWK
+32.9%
+21.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.2% |
| 7D | +1.7% | +10.7% | -9.0% | -0.4% |
| 30D | -1.7% | +33.3% | -35.1% | -7.1% |
| 3M | -7.3% | +14.7% | -22.0% | -10.0% |
| 6M | -11.2% | +48.5% | -59.7% | -18.3% |
| YTD | -8.1% | +63.9% | -71.9% | -17.8% |
| 1Y | -8.0% | +80.4% | -88.4% | -19.5% |
| 3Y | +62.1% | +58.1% | +4.0% | +40.1% |
| 5Y | +55.7% | -24.5% | +80.2% | +61.5% |
| 10Y | +54.1% | +29.5% | +24.6% | +37.9% |
| All | +54.1% | +32.9% | +21.2% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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