+9,714.1%
TMO vs SWK
+1,582.6%
+8,131.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.8% | +1.0% | +2.9% |
| 7D | +5.7% | +10.7% | -5.0% | +1.9% |
| 30D | +9.7% | +33.3% | -23.7% | -0.9% |
| 3M | +21.6% | +14.7% | +6.9% | +15.4% |
| 6M | +55.5% | +48.5% | +6.9% | +34.2% |
| YTD | +24.9% | +63.9% | -39.0% | +3.2% |
| 1Y | +26.5% | +80.4% | -53.9% | +1.0% |
| 3Y | +64.0% | +58.1% | +5.9% | +32.8% |
| 5Y | +18.3% | -24.5% | +42.8% | +18.4% |
| 10Y | +388.2% | +29.5% | +358.7% | +270.9% |
| All | +9,714.1% | +1,582.6% | +8,131.5% | +2,919.3% |
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