-7.2%
TYL vs SWK
+15.2%
-22.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.1% |
| 7D | -3.7% | -0.4% | -3.2% | -3.6% |
| 30D | +18.7% | -5.7% | +24.5% | +19.7% |
| 3M | +18.1% | +24.1% | -5.9% | +14.4% |
| 6M | -1.1% | +24.7% | -25.8% | -4.6% |
| YTD | -19.8% | +33.9% | -53.8% | -23.7% |
| 1Y | -34.3% | +34.7% | -69.0% | -37.7% |
| All | -7.2% | +15.2% | -22.3% | -13.2% |
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 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