-15.2%
TT vs SWK
+55.1%
-70.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +13.1% | -14.8% | -4.2% |
| 7D | -8.5% | +17.9% | -26.4% | -12.0% |
| 30D | -12.8% | +31.9% | -44.8% | -19.4% |
| 3M | -12.9% | +16.6% | -29.4% | -15.5% |
| 6M | -15.2% | +61.1% | -76.4% | -28.4% |
| All | -15.2% | +55.1% | -70.3% | -28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling