+568.1%
TRI vs SWK
+326.5%
+241.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.7% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | +7.9% | -5.7% | +13.6% | +9.6% |
| 3M | +24.1% | +24.1% | 0.0% | +16.0% |
| 6M | +3.8% | +24.7% | -20.9% | -4.0% |
| YTD | -16.9% | +33.9% | -50.8% | -25.2% |
| 1Y | -38.4% | +34.7% | -73.1% | -45.0% |
| 3Y | -12.2% | +15.3% | -27.5% | -22.0% |
| 5Y | -1.8% | -39.3% | +37.5% | +4.0% |
| 10Y | +207.6% | +2.5% | +205.1% | +143.8% |
| All | +568.1% | +326.5% | +241.6% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling