+8,007.1%
SWKS vs TFC
+2,596.5%
+5,410.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +12.5% | +2.4% | +10.1% | +11.4% |
| 30D | +10.5% | -1.3% | +11.8% | +11.1% |
| 3M | -7.4% | +6.1% | -13.5% | -10.0% |
| 6M | +32.7% | +7.3% | +25.3% | +28.0% |
| YTD | +19.2% | +8.2% | +11.0% | +14.6% |
| 1Y | +2.4% | +14.4% | -12.0% | -4.0% |
| 3Y | -25.6% | +93.7% | -119.3% | -44.2% |
| 5Y | -53.4% | +16.4% | -69.8% | -58.1% |
| 10Y | +23.2% | +101.6% | -78.4% | -16.7% |
| All | +8,007.1% | +2,596.5% | +5,410.7% | +3,115.5% |
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