+2,700.2%
TFC vs SWK
+1,275.2%
+1,425.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +2.4% | -0.4% | +2.9% | +2.6% |
| 30D | -1.3% | -5.7% | +4.4% | +1.3% |
| 3M | +6.1% | +24.1% | -18.0% | -4.8% |
| 6M | +7.3% | +24.7% | -17.4% | -4.4% |
| YTD | +8.2% | +33.9% | -25.7% | -7.1% |
| 1Y | +14.4% | +34.7% | -20.3% | -2.8% |
| 3Y | +93.7% | +15.3% | +78.4% | +70.1% |
| 5Y | +16.4% | -39.3% | +55.7% | +32.3% |
| 10Y | +101.6% | +2.5% | +99.1% | +75.6% |
| All | +2,700.2% | +1,275.2% | +1,425.0% | +1,041.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling