+364.3%
TRV vs SWK
+29.6%
+334.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -0.3% | +11.0% | -11.3% | -3.2% |
| 30D | +9.6% | +30.1% | -20.5% | +1.9% |
| 3M | +2.7% | +14.7% | -11.9% | -1.4% |
| 6M | +32.0% | +44.5% | -12.5% | +18.2% |
| YTD | +37.8% | +59.4% | -21.6% | +18.9% |
| 1Y | +45.2% | +77.5% | -32.3% | +21.1% |
| 3Y | +145.3% | +49.5% | +95.8% | +105.1% |
| 5Y | +172.3% | -24.9% | +197.2% | +184.4% |
| All | +364.3% | +29.6% | +334.7% | +294.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling