+2,254.8%
SWKS vs TNA
+749.6%
+1,505.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.2% |
| 7D | -6.2% | -7.0% | +0.8% | -4.1% |
| 30D | -1.5% | -6.4% | +5.0% | +0.2% |
| 3M | +23.0% | -25.7% | +48.6% | +35.6% |
| 6M | +27.6% | -19.7% | +47.3% | +36.6% |
| YTD | +32.3% | +18.3% | +14.1% | +20.0% |
| 1Y | +20.1% | +24.6% | -4.4% | +6.1% |
| 3Y | +0.6% | +112.8% | -112.2% | -34.2% |
| 5Y | -42.3% | -49.5% | +7.2% | -42.9% |
| 10Y | +35.9% | +76.4% | -40.4% | -39.3% |
| All | +2,254.8% | +749.6% | +1,505.2% | +320.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling