+112.8%
TNA vs SWK
+46.0%
+66.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.2% |
| 7D | -7.0% | +11.0% | -18.0% | -17.7% |
| 30D | -6.4% | +30.1% | -36.5% | -30.6% |
| 3M | -25.7% | +14.7% | -40.3% | -36.7% |
| 6M | -19.7% | +44.5% | -64.2% | -47.6% |
| YTD | +18.3% | +59.4% | -41.1% | -32.1% |
| 1Y | +24.6% | +77.5% | -53.0% | -36.8% |
| 3Y | +112.8% | +49.5% | +63.4% | +19.7% |
| All | +112.8% | +46.0% | +66.9% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling