-12.2%
TLT vs SWK
+17.8%
-30.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.5% |
| 7D | -2.7% | -2.0% | -0.7% | -2.7% |
| 30D | +2.2% | +24.6% | -22.4% | +2.7% |
| 3M | -1.7% | +10.8% | -12.5% | -1.5% |
| 6M | -4.0% | +46.1% | -50.0% | -3.0% |
| YTD | -4.9% | +56.8% | -61.8% | -3.7% |
| 1Y | -7.4% | +72.7% | -80.1% | -5.8% |
| 3Y | +3.0% | +49.9% | -46.8% | +4.7% |
| 5Y | -35.1% | -30.9% | -4.2% | -39.0% |
| All | -12.2% | +17.8% | -30.1% | -9.3% |
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