+35.3%
SWKS vs TFC
+82.1%
-46.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -3.1% | +1.7% | -4.9% | -4.0% |
| 30D | +8.3% | +9.0% | -0.7% | +3.6% |
| 3M | +20.2% | -2.1% | +22.4% | +21.2% |
| 6M | +24.9% | +3.4% | +21.6% | +22.0% |
| YTD | +33.2% | +5.3% | +27.9% | +28.5% |
| 1Y | +23.6% | +16.2% | +7.4% | +13.6% |
| 3Y | +1.3% | +94.8% | -93.5% | -27.6% |
| 5Y | -40.6% | -0.7% | -39.9% | -43.6% |
| 10Y | +35.3% | +80.9% | -45.6% | -2.9% |
| All | +35.3% | +82.1% | -46.8% | -2.9% |
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