+1,872.1%
T vs SWK
+1,275.2%
+597.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.2% |
| 7D | -1.3% | -0.4% | -0.8% | -1.2% |
| 30D | +11.4% | -5.7% | +17.1% | +12.8% |
| 3M | +14.3% | +24.1% | -9.8% | +8.0% |
| 6M | -9.3% | +24.7% | -34.0% | -14.9% |
| YTD | +7.1% | +33.9% | -26.8% | -1.6% |
| 1Y | -9.1% | +34.7% | -43.8% | -17.0% |
| 3Y | +105.3% | +15.3% | +90.1% | +86.9% |
| 5Y | +66.8% | -39.3% | +106.1% | +73.9% |
| 10Y | +66.8% | +2.5% | +64.3% | +43.3% |
| All | +1,872.1% | +1,275.2% | +597.0% | +660.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling