+38.5%
TNA vs SWK
+87.6%
-49.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +13.1% | -8.7% | -6.9% |
| 7D | +2.4% | +17.9% | -15.5% | -12.2% |
| 30D | -0.9% | +31.9% | -32.8% | -23.7% |
| 3M | -19.2% | +16.6% | -35.8% | -30.1% |
| 6M | -0.8% | +61.1% | -62.0% | -37.6% |
| YTD | +33.2% | +64.2% | -31.0% | -21.3% |
| 1Y | +38.5% | +85.2% | -46.7% | -29.7% |
| All | +38.5% | +87.6% | -49.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling