+53.4%
T vs SWK
-25.4%
+78.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.5% | +0.2% |
| 7D | +4.3% | +11.3% | -7.0% | +3.3% |
| 30D | -9.7% | +28.1% | -37.8% | -11.5% |
| 3M | -4.3% | +12.6% | -16.9% | -5.3% |
| 6M | -13.7% | +51.7% | -65.4% | -16.8% |
| YTD | -8.0% | +60.0% | -67.9% | -12.1% |
| 1Y | -6.9% | +72.7% | -79.6% | -11.9% |
| 3Y | +59.7% | +46.3% | +13.4% | +51.4% |
| 5Y | +53.4% | -24.6% | +78.0% | +58.5% |
| All | +53.4% | -25.4% | +78.9% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling