-11.4%
TRI vs SWK
+15.2%
-26.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.5% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | +7.9% | -5.7% | +13.6% | +8.0% |
| 3M | +24.1% | +24.1% | 0.0% | +23.8% |
| 6M | +3.8% | +24.7% | -20.9% | +3.8% |
| YTD | -16.9% | +33.9% | -50.8% | -17.4% |
| 1Y | -38.4% | +34.7% | -73.1% | -38.9% |
| All | -11.4% | +15.2% | -26.6% | -12.4% |
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 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