+807.8%
TRGP vs SWK
+17.8%
+789.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.8% | +2.5% |
| 7D | +9.0% | -2.0% | +11.0% | +9.9% |
| 30D | +1.5% | +24.6% | -23.1% | -9.0% |
| 3M | +10.7% | +10.8% | -0.1% | +4.3% |
| 6M | +17.1% | +46.1% | -28.9% | -4.7% |
| YTD | +63.6% | +56.8% | +6.8% | +25.7% |
| 1Y | +77.0% | +72.7% | +4.2% | +28.9% |
| 3Y | +273.2% | +49.9% | +223.3% | +167.9% |
| 5Y | +508.6% | -30.9% | +539.5% | +571.4% |
| All | +807.8% | +17.8% | +789.9% | +586.6% |
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