+31.0%
SWKS vs TNA
+76.8%
-45.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.3% |
| 7D | +11.8% | +4.1% | +7.7% | +10.2% |
| 30D | +6.7% | -7.6% | +14.4% | +9.8% |
| 3M | 0.0% | +8.1% | -8.1% | -2.8% |
| 6M | +38.7% | +49.0% | -10.3% | +18.5% |
| YTD | +21.4% | +51.7% | -30.4% | +1.8% |
| 1Y | +2.9% | +59.6% | -56.7% | -16.2% |
| 3Y | -16.4% | +118.9% | -135.3% | -45.4% |
| 5Y | -51.2% | -19.2% | -32.0% | -59.3% |
| 10Y | +31.0% | +77.2% | -46.2% | -36.7% |
| All | +31.0% | +76.8% | -45.7% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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