+17.5%
SWK vs TMF
-42.2%
+59.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.4% | -1.4% | +1.0% | -0.1% |
| 30D | -5.7% | -2.8% | -2.9% | -5.1% |
| 3M | +24.1% | -10.9% | +35.0% | +27.5% |
| 6M | +24.7% | -21.3% | +46.0% | +31.4% |
| YTD | +33.9% | -15.9% | +49.8% | +39.2% |
| 1Y | +34.7% | -15.7% | +50.4% | +39.5% |
| All | +17.5% | -42.2% | +59.7% | +23.5% |
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