+299.4%
TPR vs SWK
+15.2%
+284.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -2.3% | -0.4% | -1.9% | -2.1% |
| 30D | -23.0% | -5.7% | -17.2% | -20.9% |
| 3M | -12.5% | +24.1% | -36.5% | -21.3% |
| 6M | -21.4% | +24.7% | -46.1% | -29.8% |
| YTD | -3.5% | +33.9% | -37.5% | -16.9% |
| 1Y | +17.4% | +34.7% | -17.3% | +0.3% |
| All | +299.4% | +15.2% | +284.3% | +254.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling