-24.6%
SWK vs TMF
-87.8%
+63.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | +11.3% | +2.7% | +8.5% | +10.9% |
| 30D | +28.1% | +19.3% | +8.8% | +25.2% |
| 3M | +12.6% | -3.7% | +16.3% | +13.0% |
| 6M | +51.7% | -11.3% | +63.0% | +53.9% |
| YTD | +60.0% | -16.6% | +76.6% | +63.3% |
| 1Y | +72.7% | -21.1% | +93.8% | +77.3% |
| 3Y | +46.3% | -26.8% | +73.1% | +50.4% |
| 5Y | -24.6% | -88.0% | +63.4% | -30.5% |
| All | -24.6% | -87.8% | +63.2% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling