+64.6%
TNA vs SWK
+29.6%
+35.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.2% |
| 7D | -7.0% | +11.0% | -18.0% | -19.8% |
| 30D | -6.4% | +30.1% | -36.5% | -34.2% |
| 3M | -25.7% | +14.7% | -40.3% | -38.8% |
| 6M | -19.7% | +44.5% | -64.2% | -51.5% |
| YTD | +18.3% | +59.4% | -41.1% | -38.3% |
| 1Y | +24.6% | +77.5% | -53.0% | -43.6% |
| 3Y | +112.8% | +49.5% | +63.4% | +21.1% |
| 5Y | -49.5% | -24.9% | -24.6% | -24.4% |
| All | +64.6% | +29.6% | +35.0% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling