+22.2%
SWK vs TCOM
+5.9%
+16.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | 0.0% |
| 7D | -1.4% | -1.8% | +0.4% | -1.0% |
| 30D | +25.5% | +12.1% | +13.4% | +22.3% |
| 3M | +11.8% | -3.2% | +15.0% | +12.5% |
| 6M | +48.7% | -16.6% | +65.3% | +53.9% |
| YTD | +57.2% | -39.4% | +96.6% | +73.8% |
| 1Y | +75.3% | -41.5% | +116.8% | +95.4% |
| 3Y | +51.9% | +24.4% | +27.6% | +36.4% |
| 5Y | -30.7% | +41.6% | -72.3% | -43.9% |
| All | +22.2% | +5.9% | +16.3% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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