+9.4%
TMO vs SWK
-38.7%
+48.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.0% |
| 7D | -1.4% | -0.4% | -0.9% | -1.2% |
| 30D | +6.2% | -5.7% | +11.9% | +8.1% |
| 3M | +27.5% | +24.1% | +3.4% | +18.6% |
| 6M | +20.0% | +24.7% | -4.8% | +10.9% |
| YTD | +6.1% | +33.9% | -27.8% | -4.6% |
| 1Y | +25.8% | +34.7% | -8.8% | +12.4% |
| 3Y | +11.2% | +15.3% | -4.1% | +0.7% |
| All | +9.4% | -38.7% | +48.1% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling