+3.3%
SWK vs TMF
-86.8%
+90.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -0.4% | -1.4% | +1.0% | -0.5% |
| 30D | -5.7% | -2.8% | -2.9% | -5.9% |
| 3M | +24.1% | -10.9% | +35.0% | +23.3% |
| 6M | +24.7% | -21.3% | +46.0% | +22.9% |
| YTD | +33.9% | -15.9% | +49.8% | +32.6% |
| 1Y | +34.7% | -15.7% | +50.4% | +33.5% |
| 3Y | +15.3% | -43.4% | +58.6% | +10.4% |
| 5Y | -39.3% | -87.8% | +48.5% | -56.3% |
| All | +3.3% | -86.8% | +90.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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