+384.1%
TPR vs SWK
+30.0%
+354.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.6% | +9.7% | +8.7% |
| 7D | +13.9% | +11.3% | +2.6% | +5.4% |
| 30D | +14.9% | +28.1% | -13.2% | -3.1% |
| 3M | -15.4% | +12.6% | -28.0% | -22.6% |
| 6M | -4.5% | +51.7% | -56.2% | -29.0% |
| YTD | +6.0% | +60.0% | -54.0% | -25.0% |
| 1Y | +24.3% | +72.7% | -48.4% | -16.7% |
| 3Y | +412.8% | +46.3% | +366.5% | +255.5% |
| 5Y | +258.4% | -24.6% | +283.1% | +295.3% |
| All | +384.1% | +30.0% | +354.0% | +272.5% |
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