+180.7%
TYL vs SWK
+22.7%
+158.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | +4.3% | +11.3% | -7.0% | +1.6% |
| 30D | +28.0% | +31.5% | -3.5% | +19.9% |
| 3M | +32.3% | +14.4% | +17.9% | +27.9% |
| 6M | +29.9% | +46.4% | -16.5% | +17.9% |
| YTD | -7.1% | +61.6% | -68.7% | -18.5% |
| 1Y | -9.2% | +78.7% | -88.0% | -22.5% |
| 3Y | +0.7% | +54.4% | -53.7% | -14.1% |
| 5Y | -21.1% | -25.3% | +4.2% | -21.4% |
| All | +180.7% | +22.7% | +158.0% | +128.4% |
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