+87.5%
TNA vs SWK
-0.7%
+88.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.9% | -1.2% |
| 7D | -3.6% | -4.6% | +1.0% | +2.3% |
| 30D | -10.1% | -9.9% | -0.2% | +2.8% |
| 3M | +2.7% | +15.4% | -12.7% | -16.0% |
| 6M | +38.4% | +25.0% | +13.4% | +1.7% |
| YTD | +45.4% | +27.2% | +18.2% | +3.1% |
| 1Y | +55.9% | +24.6% | +31.4% | +13.4% |
| 3Y | +109.8% | +13.7% | +96.2% | +73.0% |
| 5Y | -22.5% | -41.5% | +19.0% | +63.6% |
| 10Y | +87.5% | +0.7% | +86.9% | +130.2% |
| All | +87.5% | -0.7% | +88.2% | +130.2% |
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