-19.3%
TYL vs SWK
-25.4%
+6.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.3% |
| 7D | +15.1% | +11.3% | +3.8% | +12.1% |
| 30D | +30.1% | +28.1% | +2.0% | +22.6% |
| 3M | +40.4% | +12.6% | +27.8% | +36.2% |
| 6M | +31.3% | +51.7% | -20.4% | +18.1% |
| YTD | -5.2% | +60.0% | -65.2% | -16.7% |
| 1Y | -6.6% | +72.7% | -79.3% | -19.8% |
| 3Y | +3.4% | +46.3% | -42.9% | -11.2% |
| 5Y | -19.3% | -24.6% | +5.3% | -17.2% |
| All | -19.3% | -25.4% | +6.2% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling