+733.5%
TT vs SWK
+30.0%
+703.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.4% |
| 7D | -9.0% | +11.3% | -20.2% | -13.2% |
| 30D | -17.6% | +28.1% | -45.7% | -26.1% |
| 3M | -18.7% | +12.6% | -31.2% | -23.2% |
| 6M | -17.4% | +51.7% | -69.1% | -31.3% |
| YTD | +1.5% | +60.0% | -58.4% | -18.2% |
| 1Y | -9.4% | +72.7% | -82.1% | -29.5% |
| 3Y | +85.1% | +46.3% | +38.8% | +45.1% |
| 5Y | +125.7% | -24.6% | +150.4% | +134.3% |
| All | +733.5% | +30.0% | +703.4% | +504.4% |
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