-12.6%
TLT vs SWK
+18.1%
-30.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.1% | -1.4% | -1.7% | -3.1% |
| 30D | +1.0% | +25.5% | -24.4% | +1.6% |
| 3M | -2.7% | +11.8% | -14.5% | -2.5% |
| 6M | -4.1% | +48.7% | -52.8% | -3.1% |
| YTD | -5.4% | +57.2% | -62.5% | -4.1% |
| 1Y | -7.0% | +75.3% | -82.3% | -5.4% |
| 3Y | +2.8% | +51.9% | -49.1% | +4.6% |
| 5Y | -35.4% | -30.7% | -4.6% | -39.2% |
| All | -12.6% | +18.1% | -30.7% | -9.7% |
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 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