+475.7%
SWK vs TMF
-69.1%
+544.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.5% |
| 7D | +11.3% | +2.7% | +8.5% | +11.6% |
| 30D | +28.1% | +19.3% | +8.8% | +31.1% |
| 3M | +12.6% | -3.7% | +16.3% | +11.9% |
| 6M | +51.7% | -11.3% | +63.0% | +48.9% |
| YTD | +60.0% | -16.6% | +76.6% | +55.7% |
| 1Y | +72.7% | -21.1% | +93.8% | +66.7% |
| 3Y | +46.3% | -26.8% | +73.1% | +41.7% |
| 5Y | -24.6% | -88.0% | +63.4% | -49.1% |
| 10Y | +32.2% | -84.7% | +116.9% | +6.9% |
| All | +475.7% | -69.1% | +544.8% | +536.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling