+379.1%
TPR vs SWK
+29.6%
+349.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | +14.2% | +11.0% | +3.2% | +5.9% |
| 30D | +17.1% | +30.1% | -13.0% | -2.3% |
| 3M | -17.7% | +14.7% | -32.4% | -25.6% |
| 6M | -10.2% | +44.5% | -54.7% | -31.0% |
| YTD | +4.9% | +59.4% | -54.5% | -25.6% |
| 1Y | +36.1% | +77.5% | -41.4% | -10.7% |
| 3Y | +416.5% | +49.5% | +367.0% | +252.3% |
| 5Y | +254.8% | -24.9% | +279.7% | +292.2% |
| All | +379.1% | +29.6% | +349.6% | +269.6% |
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