+36.2%
SWKS vs TNA
+27.1%
+9.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +9.4% | +3.7% | +5.7% | +7.9% |
| 30D | +17.0% | +4.4% | +12.6% | +14.3% |
| 3M | +28.9% | -26.7% | +55.6% | +41.9% |
| 6M | +33.1% | -12.8% | +46.0% | +38.6% |
| YTD | +44.8% | +22.7% | +22.1% | +34.2% |
| 1Y | +36.2% | +35.7% | +0.6% | +21.1% |
| All | +36.2% | +27.1% | +9.1% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling