+8,794.6%
SWKS vs TFC
+2,502.0%
+6,292.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | 0.0% | -1.2% |
| 7D | -9.2% | +1.1% | -10.2% | -9.7% |
| 30D | -1.9% | +7.8% | -9.7% | -5.1% |
| 3M | +21.2% | -4.8% | +26.0% | +23.5% |
| 6M | +12.9% | +1.8% | +11.1% | +11.2% |
| YTD | +30.7% | +4.4% | +26.3% | +27.4% |
| 1Y | +14.1% | +18.0% | -3.8% | +5.6% |
| 3Y | -1.7% | +85.2% | -86.9% | -24.8% |
| 5Y | -43.0% | -1.4% | -41.6% | -45.2% |
| 10Y | +34.3% | +95.7% | -61.4% | -8.2% |
| All | +8,794.6% | +2,502.0% | +6,292.7% | +3,474.8% |
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