+975.7%
SWK vs TKO
+1,479.1%
-503.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.3% | +3.1% | -5.4% | -2.9% |
| 30D | +30.4% | +15.0% | +15.4% | +26.7% |
| 3M | +12.1% | +2.9% | +9.3% | +11.3% |
| 6M | +49.1% | +9.0% | +40.1% | +45.7% |
| YTD | +60.4% | -3.4% | +63.8% | +60.7% |
| 1Y | +78.3% | +12.8% | +65.5% | +72.7% |
| 3Y | +53.3% | +158.0% | -104.6% | +23.5% |
| 5Y | -27.0% | +285.4% | -312.3% | -47.0% |
| 10Y | +20.8% | +1,160.4% | -1,139.5% | -33.5% |
| All | +975.7% | +1,479.1% | -503.4% | +315.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling