-9.7%
TPR vs SWK
+55.1%
-64.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +13.1% | -9.6% | -1.7% |
| 7D | +12.6% | +17.9% | -5.2% | +5.1% |
| 30D | +7.1% | +31.9% | -24.8% | -4.7% |
| 3M | -19.4% | +16.6% | -35.9% | -24.3% |
| 6M | -9.7% | +61.1% | -70.9% | -29.7% |
| All | -9.7% | +55.1% | -64.8% | -29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling