-25.3%
SWK vs TCOM
+44.6%
-69.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.5% |
| 7D | +11.0% | +12.1% | -1.0% | +9.3% |
| 30D | +30.1% | +16.5% | +13.6% | +27.3% |
| 3M | +14.7% | -4.0% | +18.7% | +15.2% |
| 6M | +44.5% | -18.5% | +63.0% | +48.3% |
| YTD | +59.4% | -38.3% | +97.7% | +69.5% |
| 1Y | +77.5% | -36.6% | +114.1% | +88.0% |
| 3Y | +49.5% | +31.1% | +18.3% | +41.6% |
| All | -25.3% | +44.6% | -69.8% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling