+378.7%
TMO vs SWKS
+31.8%
+346.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +2.8% | -3.1% | +6.0% | +3.7% |
| 30D | +9.1% | +8.3% | +0.8% | +6.9% |
| 3M | +19.9% | +20.2% | -0.4% | +13.0% |
| 6M | +54.7% | +24.9% | +29.8% | +41.5% |
| YTD | +24.3% | +33.2% | -8.9% | +10.3% |
| 1Y | +25.0% | +23.6% | +1.5% | +13.3% |
| 3Y | +61.7% | +1.3% | +60.5% | +46.9% |
| 5Y | +16.2% | -40.6% | +56.8% | +20.8% |
| 10Y | +378.7% | +35.3% | +343.4% | +283.5% |
| All | +378.7% | +31.8% | +346.8% | +283.5% |
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