+59.6%
T vs SWK
+46.0%
+13.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +1.0% | +11.0% | -10.0% | +0.9% |
| 30D | -10.6% | +30.1% | -40.7% | -10.9% |
| 3M | -7.7% | +14.7% | -22.4% | -8.0% |
| 6M | -13.3% | +44.5% | -57.8% | -13.7% |
| YTD | -8.8% | +59.4% | -68.1% | -9.5% |
| 1Y | -8.4% | +77.5% | -85.9% | -9.4% |
| 3Y | +59.6% | +49.5% | +10.2% | +60.7% |
| All | +59.6% | +46.0% | +13.7% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling