+47.0%
SWKS vs TNA
+41.7%
+5.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.7% | +3.3% | +5.0% |
| 7D | +5.7% | -2.1% | +7.8% | +5.9% |
| 30D | +17.3% | +3.1% | +14.2% | +15.0% |
| 3M | +28.3% | -20.2% | +48.4% | +37.4% |
| 6M | +26.1% | -10.0% | +36.1% | +29.2% |
| YTD | +41.1% | +30.3% | +10.7% | +23.5% |
| 1Y | +31.4% | +31.1% | +0.3% | +14.1% |
| 3Y | +7.3% | +149.4% | -142.1% | -33.6% |
| 5Y | -37.7% | -42.5% | +4.8% | -41.6% |
| All | +47.0% | +41.7% | +5.3% | -28.3% |
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