-4.8%
TLT vs SWK
+71.2%
-76.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +11.0% | -10.9% | -1.1% |
| 30D | +6.2% | +30.1% | -23.9% | +3.2% |
| 3M | +0.1% | +14.7% | -14.6% | -1.6% |
| 6M | -3.0% | +44.5% | -47.5% | -6.7% |
| YTD | -2.7% | +59.4% | -62.1% | -7.3% |
| 1Y | -4.8% | +77.5% | -82.4% | -10.2% |
| All | -4.8% | +71.2% | -76.0% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling