+954.4%
SWKS vs TMF
-68.9%
+1,023.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.2% | +3.6% |
| 7D | +12.5% | -1.4% | +13.9% | +12.2% |
| 30D | +10.5% | -2.8% | +13.3% | +10.0% |
| 3M | -7.4% | -10.9% | +3.5% | -9.3% |
| 6M | +32.7% | -21.3% | +54.0% | +27.2% |
| YTD | +19.2% | -15.9% | +35.0% | +15.8% |
| 1Y | +2.4% | -15.7% | +18.1% | -0.2% |
| 3Y | -25.6% | -43.4% | +17.7% | -31.3% |
| 5Y | -53.4% | -87.8% | +34.3% | -68.9% |
| 10Y | +23.2% | -86.7% | +109.9% | -4.4% |
| All | +954.4% | -68.9% | +1,023.3% | +1,384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling