+32.1%
SWKS vs TMF
-84.4%
+116.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -6.2% | +1.2% | -7.4% | -6.0% |
| 30D | -1.5% | +19.7% | -21.2% | +0.1% |
| 3M | +23.0% | -2.1% | +25.1% | +22.8% |
| 6M | +27.6% | -13.4% | +41.1% | +26.0% |
| YTD | +32.3% | -16.7% | +49.1% | +30.4% |
| 1Y | +20.1% | -23.3% | +43.5% | +17.4% |
| 3Y | +0.6% | -24.8% | +25.5% | 0.0% |
| 5Y | -42.3% | -88.0% | +45.7% | -57.9% |
| All | +32.1% | -84.4% | +116.5% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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