+21.9%
SWK vs TKO
+1,112.7%
-1,090.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.5% |
| 7D | -2.0% | +2.6% | -4.6% | -2.6% |
| 30D | +24.6% | +11.6% | +13.0% | +21.1% |
| 3M | +10.8% | -0.1% | +10.9% | +10.7% |
| 6M | +46.1% | +6.7% | +39.4% | +42.6% |
| YTD | +56.8% | -6.0% | +62.9% | +58.3% |
| 1Y | +72.7% | +8.5% | +64.2% | +67.4% |
| 3Y | +49.9% | +150.9% | -101.1% | +15.1% |
| 5Y | -30.9% | +274.0% | -304.9% | -53.9% |
| All | +21.9% | +1,112.7% | -1,090.8% | -34.2% |
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