+46.7%
TNA vs SWK
+21.9%
+24.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.5% |
| 7D | -2.1% | -2.3% | +0.1% | +1.3% |
| 30D | +3.1% | +30.4% | -27.3% | -27.6% |
| 3M | -20.2% | +12.1% | -32.3% | -32.3% |
| 6M | -10.0% | +49.1% | -59.1% | -47.6% |
| YTD | +30.3% | +60.4% | -30.1% | -32.5% |
| 1Y | +31.1% | +78.3% | -47.2% | -40.8% |
| 3Y | +149.4% | +53.3% | +96.1% | +37.4% |
| 5Y | -42.5% | -27.0% | -15.5% | -10.0% |
| 10Y | +46.7% | +20.8% | +25.9% | +48.0% |
| All | +46.7% | +21.9% | +24.8% | +48.0% |
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