+15,818.7%
TT vs SWK
+1,275.2%
+14,543.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.4% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | -7.2% | -5.7% | -1.4% | -4.4% |
| 3M | -3.0% | +24.1% | -27.0% | -13.6% |
| 6M | +1.4% | +24.7% | -23.4% | -10.6% |
| YTD | +15.9% | +33.9% | -18.0% | -2.0% |
| 1Y | +9.4% | +34.7% | -25.3% | -8.8% |
| 3Y | +124.4% | +15.3% | +109.1% | +88.1% |
| 5Y | +138.0% | -39.3% | +177.3% | +167.0% |
| 10Y | +886.4% | +2.5% | +883.9% | +658.6% |
| All | +15,818.7% | +1,275.2% | +14,543.5% | +3,011.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling