+116.6%
TYL vs SWK
+2.4%
+114.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.2% |
| 7D | -3.7% | -0.4% | -3.2% | -3.6% |
| 30D | +18.7% | -5.7% | +24.5% | +20.3% |
| 3M | +18.1% | +24.1% | -5.9% | +11.8% |
| 6M | -1.1% | +24.7% | -25.8% | -7.3% |
| YTD | -19.8% | +33.9% | -53.8% | -26.3% |
| 1Y | -34.3% | +34.7% | -69.0% | -40.0% |
| 3Y | -8.2% | +15.3% | -23.5% | -15.7% |
| 5Y | -25.4% | -39.3% | +13.9% | -22.1% |
| All | +116.6% | +2.4% | +114.2% | +90.2% |
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