+29.5%
SWK vs TCOM
+3.5%
+26.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.6% | +3.0% |
| 7D | +10.7% | +7.4% | +3.2% | +8.9% |
| 30D | +33.3% | +13.2% | +20.1% | +29.7% |
| 3M | +14.7% | -4.6% | +19.2% | +15.7% |
| 6M | +48.5% | -16.4% | +64.9% | +53.6% |
| YTD | +63.9% | -38.8% | +102.6% | +80.7% |
| 1Y | +80.4% | -37.3% | +117.7% | +97.7% |
| 3Y | +58.1% | +31.4% | +26.7% | +40.0% |
| 5Y | -24.5% | +45.5% | -70.0% | -39.3% |
| 10Y | +29.5% | +4.6% | +24.8% | -2.1% |
| All | +29.5% | +3.5% | +26.0% | -2.1% |
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