+1,316.1%
TNA vs SWK
+412.6%
+903.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.6% |
| 7D | -0.1% | -0.4% | +0.4% | +0.6% |
| 30D | -4.9% | -5.7% | +0.8% | +3.6% |
| 3M | +0.4% | +24.1% | -23.7% | -28.4% |
| 6M | +32.5% | +24.7% | +7.8% | -7.0% |
| YTD | +53.7% | +33.9% | +19.8% | -4.8% |
| 1Y | +65.1% | +34.7% | +30.4% | +0.2% |
| 3Y | +98.4% | +15.3% | +83.2% | +48.1% |
| 5Y | -22.5% | -39.3% | +16.8% | +55.9% |
| 10Y | +82.5% | +2.5% | +80.0% | +81.8% |
| All | +1,316.1% | +412.6% | +903.5% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling