+18.3%
TMO vs SWKS
-43.2%
+61.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.7% |
| 7D | +5.7% | -2.7% | +8.5% | +6.4% |
| 30D | +9.7% | +8.5% | +1.2% | +7.7% |
| 3M | +21.6% | +17.3% | +4.3% | +16.3% |
| 6M | +55.5% | +25.1% | +30.4% | +43.8% |
| YTD | +24.9% | +33.3% | -8.5% | +12.3% |
| 1Y | +26.5% | +22.9% | +3.6% | +16.3% |
| 3Y | +64.0% | +5.5% | +58.5% | +46.1% |
| 5Y | +18.3% | -41.9% | +60.2% | +14.9% |
| All | +18.3% | -43.2% | +61.6% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling