+54.2%
TMO vs SWK
+46.0%
+8.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -0.3% | +11.0% | -11.4% | -3.8% |
| 30D | +4.9% | +30.1% | -25.1% | -3.8% |
| 3M | +19.9% | +14.7% | +5.2% | +14.3% |
| 6M | +47.2% | +44.5% | +2.7% | +28.9% |
| YTD | +20.2% | +59.4% | -39.1% | +0.4% |
| 1Y | +23.2% | +77.5% | -54.3% | -1.4% |
| 3Y | +54.2% | +49.5% | +4.7% | +26.2% |
| All | +54.2% | +46.0% | +8.2% | +26.2% |
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