+8.0%
TMO vs SWKS
-50.3%
+58.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -0.5% | +6.8% | -7.3% | -2.0% |
| 30D | +1.0% | +11.3% | -10.3% | -1.6% |
| 3M | +22.7% | +4.1% | +18.7% | +20.7% |
| 6M | +19.0% | +39.7% | -20.7% | +6.3% |
| YTD | +4.7% | +23.2% | -18.5% | -3.5% |
| 1Y | +26.0% | +5.3% | +20.7% | +20.7% |
| 3Y | +18.0% | -15.1% | +33.1% | +13.3% |
| 5Y | +8.0% | -50.3% | +58.3% | +10.7% |
| All | +8.0% | -50.3% | +58.3% | +10.7% |
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