+8,241.0%
TMO vs SWK
+1,275.2%
+6,965.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.1% |
| 7D | -1.4% | -0.4% | -0.9% | -1.2% |
| 30D | +6.2% | -5.7% | +11.9% | +8.3% |
| 3M | +27.5% | +24.1% | +3.4% | +17.7% |
| 6M | +20.0% | +24.7% | -4.8% | +10.0% |
| YTD | +6.1% | +33.9% | -27.8% | -5.5% |
| 1Y | +25.8% | +34.7% | -8.8% | +11.2% |
| 3Y | +11.2% | +15.3% | -4.1% | +0.6% |
| 5Y | +9.6% | -39.3% | +48.8% | +18.5% |
| 10Y | +317.8% | +2.5% | +315.3% | +245.9% |
| All | +8,241.0% | +1,275.2% | +6,965.8% | +2,664.1% |
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