+79.0%
TFC vs SWK
+21.9%
+57.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -1.2% | -2.3% | +1.1% | 0.0% |
| 30D | +7.8% | +30.4% | -22.7% | -6.5% |
| 3M | -3.0% | +12.1% | -15.1% | -9.2% |
| 6M | +5.8% | +49.1% | -43.3% | -15.6% |
| YTD | +5.3% | +60.4% | -55.2% | -20.2% |
| 1Y | +15.7% | +78.3% | -62.6% | -17.5% |
| 3Y | +94.8% | +53.3% | +41.5% | +42.1% |
| 5Y | 0.0% | -27.0% | +27.0% | +7.8% |
| 10Y | +79.0% | +20.8% | +58.2% | +36.8% |
| All | +79.0% | +21.9% | +57.1% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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