-21.6%
TYL vs SWK
-24.2%
+2.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +13.1% | -8.4% | +1.6% |
| 7D | +17.3% | +17.9% | -0.6% | +12.7% |
| 30D | +28.9% | +31.9% | -3.0% | +20.7% |
| 3M | +35.1% | +16.6% | +18.5% | +30.0% |
| 6M | +29.3% | +61.1% | -31.8% | +14.6% |
| YTD | -6.8% | +64.2% | -71.0% | -18.5% |
| 1Y | -9.9% | +85.2% | -95.1% | -24.0% |
| 3Y | +1.7% | +50.2% | -48.5% | -13.2% |
| 5Y | -21.6% | -22.8% | +1.2% | -20.0% |
| All | -21.6% | -24.2% | +2.6% | -20.0% |
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