+50.0%
SWK vs TMF
-25.2%
+75.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | +11.3% | +2.7% | +8.5% | +10.5% |
| 30D | +28.1% | +19.3% | +8.8% | +22.4% |
| 3M | +12.6% | -3.7% | +16.3% | +13.5% |
| 6M | +51.7% | -11.3% | +63.0% | +56.2% |
| YTD | +60.0% | -16.6% | +76.6% | +66.7% |
| 1Y | +72.7% | -21.1% | +93.8% | +82.0% |
| All | +50.0% | -25.2% | +75.2% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling