+65.7%
T vs SWK
+2.4%
+63.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | -1.3% | -0.4% | -0.8% | -1.2% |
| 30D | +11.4% | -5.7% | +17.1% | +12.5% |
| 3M | +14.3% | +24.1% | -9.8% | +9.1% |
| 6M | -9.3% | +24.7% | -34.0% | -13.9% |
| YTD | +7.1% | +33.9% | -26.8% | -0.3% |
| 1Y | -9.1% | +34.7% | -43.8% | -15.8% |
| 3Y | +105.3% | +15.3% | +90.1% | +90.3% |
| 5Y | +66.8% | -39.3% | +106.1% | +80.8% |
| All | +65.7% | +2.4% | +63.3% | +49.1% |
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