+6,477.2%
TRV vs SWK
+1,275.2%
+5,202.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | -3.4% | -5.7% | +2.3% | -1.7% |
| 3M | +26.4% | +24.1% | +2.3% | +17.2% |
| 6M | +19.3% | +24.7% | -5.4% | +9.7% |
| YTD | +28.3% | +33.9% | -5.6% | +14.8% |
| 1Y | +34.3% | +34.7% | -0.4% | +19.1% |
| 3Y | +140.1% | +15.3% | +124.9% | +112.9% |
| 5Y | +155.7% | -39.3% | +195.0% | +170.8% |
| 10Y | +285.5% | +2.5% | +283.1% | +222.2% |
| All | +6,477.2% | +1,275.2% | +5,202.0% | +2,269.3% |
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