-40.7%
TRI vs SWK
+24.6%
-65.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.8% | -3.7% | -6.7% |
| 7D | -7.1% | +0.1% | -7.2% | -7.1% |
| 30D | -2.3% | -8.9% | +6.6% | -2.9% |
| 3M | +19.6% | +20.5% | -0.9% | +22.2% |
| 6M | -8.7% | +27.1% | -35.8% | -5.6% |
| YTD | -22.3% | +30.2% | -52.4% | -20.6% |
| 1Y | -40.7% | +24.8% | -65.4% | -41.8% |
| All | -40.7% | +24.6% | -65.3% | -41.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling