+130.4%
TLT vs SWK
+509.9%
-379.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | 0.0% |
| 7D | +0.5% | +11.3% | -10.7% | +1.5% |
| 30D | +6.0% | +28.1% | -22.1% | +8.4% |
| 3M | -0.9% | +12.6% | -13.5% | +0.2% |
| 6M | -2.6% | +51.7% | -54.3% | +1.2% |
| YTD | -3.1% | +60.0% | -63.1% | +1.4% |
| 1Y | -4.4% | +72.7% | -77.0% | +0.9% |
| 3Y | +5.5% | +46.3% | -40.8% | +10.5% |
| 5Y | -34.7% | -24.6% | -10.1% | -36.7% |
| 10Y | -17.6% | +32.2% | -49.9% | -8.8% |
| All | +130.4% | +509.9% | -379.5% | +232.8% |
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