+0.3%
TRI vs SWK
-30.7%
+30.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -2.9% | -1.4% | -1.5% | -2.8% |
| 30D | +3.7% | +25.5% | -21.8% | +1.4% |
| 3M | +3.7% | +11.8% | -8.1% | +2.4% |
| 6M | +35.1% | +48.7% | -13.6% | +29.9% |
| YTD | -14.0% | +57.2% | -71.2% | -18.2% |
| 1Y | -19.0% | +75.3% | -94.2% | -24.0% |
| 3Y | -12.0% | +51.9% | -63.9% | -18.3% |
| All | +0.3% | -30.7% | +30.9% | +8.7% |
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