+51.7%
SWK vs TMF
-10.5%
+62.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -3.0% |
| 7D | +11.3% | +2.7% | +8.5% | +9.3% |
| 30D | +28.1% | +19.3% | +8.8% | +13.9% |
| 3M | +12.6% | -3.7% | +16.3% | +16.4% |
| 6M | +51.7% | -11.3% | +63.0% | +68.3% |
| All | +51.7% | -10.5% | +62.2% | +68.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling