+323.9%
TMO vs SWKS
+58.1%
+265.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.8% | -10.2% | -3.0% |
| 7D | -2.5% | +17.5% | -20.0% | -6.8% |
| 30D | -0.3% | +23.0% | -23.3% | -5.9% |
| 3M | +25.3% | +19.5% | +5.7% | +17.9% |
| 6M | +20.9% | +54.3% | -33.4% | +3.8% |
| YTD | +4.3% | +35.3% | -31.0% | -7.3% |
| 1Y | +27.0% | +17.9% | +9.2% | +16.8% |
| 3Y | +17.5% | -6.8% | +24.3% | +10.4% |
| 5Y | +6.9% | -45.4% | +52.4% | +14.8% |
| All | +323.9% | +58.1% | +265.9% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling