-45.4%
TNA vs SWK
-28.9%
-16.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -2.4% |
| 7D | +7.7% | -2.0% | +9.7% | +10.4% |
| 30D | -0.7% | +24.6% | -25.3% | -23.5% |
| 3M | -25.4% | +10.8% | -36.2% | -34.4% |
| 6M | -11.8% | +46.1% | -57.9% | -44.1% |
| YTD | +23.9% | +56.8% | -32.9% | -28.9% |
| 1Y | +25.6% | +72.7% | -47.1% | -35.6% |
| 3Y | +137.1% | +49.9% | +87.2% | +46.1% |
| 5Y | -45.4% | -30.9% | -14.5% | -15.9% |
| All | -45.4% | -28.9% | -16.6% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling