+25.9%
SWKS vs TMF
-86.8%
+112.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.2% | +3.6% |
| 7D | +12.5% | -1.4% | +13.9% | +12.4% |
| 30D | +10.5% | -2.8% | +13.3% | +10.2% |
| 3M | -7.4% | -10.9% | +3.5% | -8.4% |
| 6M | +32.7% | -21.3% | +54.0% | +29.8% |
| YTD | +19.2% | -15.9% | +35.0% | +17.4% |
| 1Y | +2.4% | -15.7% | +18.1% | +1.1% |
| 3Y | -25.6% | -43.4% | +17.7% | -28.8% |
| 5Y | -53.4% | -87.8% | +34.3% | -65.6% |
| All | +25.9% | -86.8% | +112.7% | +10.9% |
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