+8,972.1%
SWKS vs TFC
+2,527.6%
+6,444.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | 0.0% |
| 7D | -2.7% | +0.3% | -3.1% | -3.0% |
| 30D | +8.5% | +9.2% | -0.7% | +4.4% |
| 3M | +17.3% | -2.9% | +20.2% | +18.5% |
| 6M | +25.1% | +3.5% | +21.6% | +22.6% |
| YTD | +33.3% | +5.4% | +27.9% | +29.4% |
| 1Y | +22.9% | +17.3% | +5.6% | +14.0% |
| 3Y | +5.5% | +96.7% | -91.1% | -21.2% |
| 5Y | -41.9% | -1.1% | -40.8% | -44.2% |
| 10Y | +32.4% | +84.7% | -52.3% | -7.4% |
| All | +8,972.1% | +2,527.6% | +6,444.5% | +3,530.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling