+32.4%
SWKS vs TNA
+82.9%
-50.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.6% | -8.8% | -2.7% |
| 7D | -2.7% | +2.3% | -5.0% | -4.2% |
| 30D | +8.5% | +1.4% | +7.1% | +7.0% |
| 3M | +17.3% | -21.1% | +38.4% | +26.1% |
| 6M | +25.1% | -9.4% | +34.5% | +27.9% |
| YTD | +33.3% | +29.6% | +3.7% | +17.0% |
| 1Y | +22.9% | +34.6% | -11.7% | +5.7% |
| 3Y | +5.5% | +155.9% | -150.3% | -35.2% |
| 5Y | -41.9% | -44.2% | +2.3% | -45.0% |
| 10Y | +32.4% | +63.7% | -31.3% | -31.5% |
| All | +32.4% | +82.9% | -50.5% | -31.5% |
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