-0.6%
SWKS vs TFC
+84.5%
-85.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | 0.0% | -0.9% |
| 7D | -9.2% | +1.1% | -10.2% | -9.9% |
| 30D | -1.9% | +7.8% | -9.7% | -6.5% |
| 3M | +21.2% | -4.8% | +26.0% | +24.5% |
| 6M | +12.9% | +1.8% | +11.1% | +10.3% |
| YTD | +30.7% | +4.4% | +26.3% | +25.3% |
| 1Y | +14.1% | +18.0% | -3.8% | +0.7% |
| All | -0.6% | +84.5% | -85.1% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling