-36.7%
SWK vs TKO
+287.6%
-324.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.3% |
| 7D | -0.4% | +0.7% | -1.2% | -0.6% |
| 30D | -5.7% | +1.6% | -7.3% | -6.2% |
| 3M | +24.1% | -7.8% | +31.9% | +26.2% |
| 6M | +24.7% | -13.3% | +38.0% | +28.6% |
| YTD | +33.9% | -10.3% | +44.2% | +36.8% |
| 1Y | +34.7% | -0.6% | +35.3% | +33.9% |
| 3Y | +15.3% | +88.5% | -73.2% | -0.4% |
| All | -36.7% | +287.6% | -324.2% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling