-12.5%
TLT vs SWK
+32.9%
-45.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | +0.1% |
| 7D | +0.3% | +10.7% | -10.4% | +0.5% |
| 30D | +5.1% | +33.3% | -28.2% | +5.8% |
| 3M | -0.2% | +14.7% | -14.9% | +0.1% |
| 6M | -2.9% | +48.5% | -51.4% | -1.9% |
| YTD | -2.7% | +63.9% | -66.6% | -1.3% |
| 1Y | -4.6% | +80.4% | -85.0% | -2.9% |
| 3Y | +6.1% | +58.1% | -52.0% | +8.0% |
| 5Y | -35.1% | -24.5% | -10.6% | -38.6% |
| 10Y | -12.5% | +29.5% | -42.0% | -8.9% |
| All | -12.5% | +32.9% | -45.4% | -8.9% |
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