+29.5%
SWK vs TKO
+1,254.1%
-1,224.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.7% | +1.6% |
| 7D | +10.7% | +7.8% | +2.8% | +8.5% |
| 30D | +33.3% | +12.2% | +21.2% | +29.4% |
| 3M | +14.7% | +7.5% | +7.2% | +12.3% |
| 6M | +48.5% | +7.7% | +40.8% | +44.6% |
| YTD | +63.9% | -3.3% | +67.2% | +64.1% |
| 1Y | +80.4% | +11.1% | +69.3% | +73.7% |
| 3Y | +58.1% | +141.0% | -82.9% | +22.7% |
| 5Y | -24.5% | +278.8% | -303.3% | -49.8% |
| 10Y | +29.5% | +1,186.2% | -1,156.7% | -29.7% |
| All | +29.5% | +1,254.1% | -1,224.6% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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