+9,667.5%
TMO vs SWK
+1,559.0%
+8,108.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +2.8% | +11.3% | -8.5% | -1.1% |
| 30D | +9.1% | +31.5% | -22.3% | -0.9% |
| 3M | +19.9% | +14.4% | +5.4% | +13.8% |
| 6M | +54.7% | +46.4% | +8.3% | +34.2% |
| YTD | +24.3% | +61.6% | -37.3% | +3.2% |
| 1Y | +25.0% | +78.7% | -53.7% | +0.1% |
| 3Y | +61.7% | +54.4% | +7.3% | +32.0% |
| 5Y | +16.2% | -25.3% | +41.5% | +16.7% |
| 10Y | +378.7% | +22.4% | +356.3% | +271.0% |
| All | +9,667.5% | +1,559.0% | +8,108.5% | +2,919.2% |
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 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