-9.9%
TYL vs SWK
+87.6%
-97.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +13.1% | -8.4% | +3.7% |
| 7D | +17.3% | +17.9% | -0.6% | +15.9% |
| 30D | +28.9% | +31.9% | -3.0% | +27.1% |
| 3M | +35.1% | +16.6% | +18.5% | +33.1% |
| 6M | +29.3% | +61.1% | -31.8% | +28.5% |
| YTD | -6.8% | +64.2% | -71.0% | -6.2% |
| 1Y | -9.9% | +85.2% | -95.1% | -10.3% |
| All | -9.9% | +87.6% | -97.5% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling