+17.5%
TMO vs SWKS
-15.7%
+33.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.1% |
| 7D | +0.4% | +11.8% | -11.4% | -1.5% |
| 30D | +1.5% | +6.7% | -5.2% | +0.3% |
| 3M | +28.5% | 0.0% | +28.5% | +28.1% |
| 6M | +20.4% | +38.7% | -18.4% | +10.2% |
| YTD | +4.3% | +21.4% | -17.1% | -1.9% |
| 1Y | +24.1% | +2.9% | +21.2% | +20.8% |
| 3Y | +17.5% | -16.4% | +33.9% | +7.0% |
| All | +17.5% | -15.7% | +33.1% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling