+750.6%
TT vs SWK
+32.9%
+717.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.8% | +3.5% |
| 7D | +1.7% | +10.7% | -8.9% | -2.8% |
| 30D | -11.8% | +33.3% | -45.2% | -22.2% |
| 3M | -12.6% | +14.7% | -27.3% | -18.0% |
| 6M | -9.4% | +48.5% | -57.9% | -23.9% |
| YTD | +8.8% | +63.9% | -55.1% | -13.1% |
| 1Y | -2.5% | +80.4% | -82.9% | -25.4% |
| 3Y | +95.7% | +58.1% | +37.5% | +48.3% |
| 5Y | +135.7% | -24.5% | +160.2% | +145.1% |
| 10Y | +750.6% | +29.5% | +721.1% | +526.2% |
| All | +750.6% | +32.9% | +717.7% | +526.2% |
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