+24.6%
TNA vs SWK
+71.2%
-46.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.1% |
| 7D | -7.0% | +11.0% | -18.0% | -15.5% |
| 30D | -6.4% | +30.1% | -36.5% | -26.8% |
| 3M | -25.7% | +14.7% | -40.3% | -34.5% |
| 6M | -19.7% | +44.5% | -64.2% | -43.7% |
| YTD | +18.3% | +59.4% | -41.1% | -27.8% |
| 1Y | +24.6% | +77.5% | -53.0% | -33.4% |
| All | +24.6% | +71.2% | -46.6% | -33.4% |
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