+86.2%
TFC vs SWK
+46.0%
+40.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | +1.2% | +11.0% | -9.8% | -3.0% |
| 30D | +8.3% | +30.1% | -21.7% | -2.4% |
| 3M | -5.2% | +14.7% | -19.8% | -10.5% |
| 6M | -0.8% | +44.5% | -45.3% | -15.1% |
| YTD | +3.4% | +59.4% | -55.9% | -15.7% |
| 1Y | +17.0% | +77.5% | -60.5% | -9.0% |
| 3Y | +86.2% | +49.5% | +36.7% | +43.2% |
| All | +86.2% | +46.0% | +40.2% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling