-29.9%
SWK vs TKO
+276.1%
-306.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -1.4% | +2.3% | -3.7% | -2.0% |
| 30D | +25.5% | +13.4% | +12.1% | +21.6% |
| 3M | +11.8% | -1.7% | +13.5% | +12.1% |
| 6M | +48.7% | +7.2% | +41.5% | +45.0% |
| YTD | +57.2% | -5.4% | +62.6% | +58.2% |
| 1Y | +75.3% | +8.7% | +66.6% | +70.1% |
| 3Y | +51.9% | +150.4% | -98.5% | +22.9% |
| All | -29.9% | +276.1% | -306.0% | -47.0% |
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