+2,602.0%
TFC vs SWK
+1,542.3%
+1,059.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -0.9% |
| 7D | +1.1% | +11.3% | -10.2% | -4.1% |
| 30D | +7.8% | +28.1% | -20.3% | -4.1% |
| 3M | -4.8% | +12.6% | -17.4% | -10.4% |
| 6M | +1.8% | +51.7% | -49.9% | -17.1% |
| YTD | +4.4% | +60.0% | -55.6% | -17.8% |
| 1Y | +18.0% | +72.7% | -54.7% | -10.6% |
| 3Y | +85.2% | +46.3% | +38.9% | +45.2% |
| 5Y | -1.4% | -24.6% | +23.2% | +1.1% |
| 10Y | +95.7% | +32.2% | +63.5% | +51.5% |
| All | +2,602.0% | +1,542.3% | +1,059.7% | +910.1% |
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