+9,667.5%
TMO vs SWKS
+9,294.5%
+373.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | +2.8% | -3.1% | +6.0% | +3.2% |
| 30D | +9.1% | +8.3% | +0.8% | +8.1% |
| 3M | +19.9% | +20.2% | -0.4% | +16.9% |
| 6M | +54.7% | +24.9% | +29.8% | +49.1% |
| YTD | +24.3% | +33.2% | -8.9% | +18.4% |
| 1Y | +25.0% | +23.6% | +1.5% | +20.2% |
| 3Y | +61.7% | +1.3% | +60.5% | +56.6% |
| 5Y | +16.2% | -40.6% | +56.8% | +18.7% |
| 10Y | +378.7% | +35.3% | +343.4% | +339.4% |
| All | +9,667.5% | +9,294.5% | +373.0% | +5,111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling