+129.1%
TT vs SWK
+15.2%
+113.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -7.4% | -5.7% | -1.7% | -5.9% |
| 3M | -3.2% | +24.1% | -27.3% | -8.9% |
| 6M | +1.1% | +24.7% | -23.6% | -5.4% |
| YTD | +15.6% | +33.9% | -18.3% | +6.1% |
| 1Y | +9.2% | +34.7% | -25.5% | -0.4% |
| All | +129.1% | +15.2% | +113.9% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling