+32.1%
SWKS vs TFC
+90.2%
-58.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.7% |
| 7D | -6.2% | +1.2% | -7.4% | -6.8% |
| 30D | -1.5% | +8.3% | -9.8% | -5.5% |
| 3M | +23.0% | -5.2% | +28.1% | +25.9% |
| 6M | +27.6% | -0.8% | +28.4% | +27.1% |
| YTD | +32.3% | +3.4% | +28.9% | +28.8% |
| 1Y | +20.1% | +17.0% | +3.1% | +10.1% |
| 3Y | +0.6% | +86.2% | -85.5% | -26.4% |
| 5Y | -42.3% | -2.3% | -40.0% | -44.8% |
| All | +32.1% | +90.2% | -58.1% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling