+326.1%
TPR vs SWK
+2.4%
+323.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.6% |
| 7D | -2.3% | -0.4% | -1.9% | -2.0% |
| 30D | -23.0% | -5.7% | -17.2% | -20.1% |
| 3M | -12.5% | +24.1% | -36.5% | -25.0% |
| 6M | -21.4% | +24.7% | -46.1% | -33.4% |
| YTD | -3.5% | +33.9% | -37.5% | -22.5% |
| 1Y | +17.4% | +34.7% | -17.3% | -7.0% |
| 3Y | +291.3% | +15.3% | +276.0% | +220.0% |
| 5Y | +241.9% | -39.3% | +281.2% | +339.3% |
| All | +326.1% | +2.4% | +323.7% | +260.9% |
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