+7,716.4%
TPR vs SWK
+778.4%
+6,938.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.0% |
| 3M | -12.5% | +24.1% | -36.5% | -25.1% |
| 6M | -21.4% | +24.7% | -46.1% | -33.5% |
| YTD | -3.5% | +33.9% | -37.5% | -22.6% |
| 1Y | +17.4% | +34.7% | -17.3% | -7.1% |
| 3Y | +291.3% | +15.3% | +276.0% | +219.8% |
| 5Y | +241.9% | -39.3% | +281.2% | +316.8% |
| 10Y | +322.7% | +2.5% | +320.2% | +252.7% |
| All | +7,716.4% | +778.4% | +6,938.0% | +1,611.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling