+432.4%
TRGP vs SWK
-23.3%
+455.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.6% | +2.9% |
| 7D | -7.2% | +10.7% | -17.8% | -9.0% |
| 30D | -4.2% | +33.3% | -37.5% | -9.5% |
| 3M | +7.0% | +14.7% | -7.7% | +3.9% |
| 6M | +11.2% | +48.5% | -37.3% | +1.7% |
| YTD | +51.1% | +63.9% | -12.8% | +33.7% |
| 1Y | +62.0% | +80.4% | -18.4% | +39.7% |
| 3Y | +248.2% | +58.1% | +190.1% | +197.8% |
| 5Y | +432.4% | -24.5% | +456.9% | +429.4% |
| All | +432.4% | -23.3% | +455.7% | +429.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling