+8,241.0%
TMO vs SWKS
+8,307.4%
-66.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.2% |
| 7D | -1.4% | +12.5% | -13.9% | -2.7% |
| 30D | +6.2% | +10.5% | -4.3% | +4.9% |
| 3M | +27.5% | -7.4% | +34.9% | +28.0% |
| 6M | +20.0% | +32.7% | -12.7% | +14.9% |
| YTD | +6.1% | +19.2% | -13.0% | +2.8% |
| 1Y | +25.8% | +2.4% | +23.5% | +23.8% |
| 3Y | +11.2% | -25.6% | +36.8% | +11.9% |
| 5Y | +9.6% | -53.4% | +63.0% | +15.3% |
| 10Y | +317.8% | +23.2% | +294.6% | +289.0% |
| All | +8,241.0% | +8,307.4% | -66.4% | +4,422.0% |
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 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