+230.7%
TRGP vs SWK
+46.5%
+184.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -4.3% |
| 7D | -12.6% | +11.3% | -23.9% | -13.9% |
| 30D | -4.5% | +28.1% | -32.6% | -7.6% |
| 3M | +4.9% | +12.6% | -7.7% | +3.2% |
| 6M | +5.6% | +51.7% | -46.1% | -1.8% |
| YTD | +50.1% | +60.0% | -9.9% | +37.0% |
| 1Y | +70.2% | +72.7% | -2.4% | +52.3% |
| All | +230.7% | +46.5% | +184.2% | +186.0% |
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