-27.0%
SWK vs TCOM
+43.1%
-70.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -2.3% | +2.2% | -4.4% | -2.6% |
| 30D | +30.4% | +12.5% | +17.9% | +28.3% |
| 3M | +12.1% | -5.6% | +17.7% | +13.0% |
| 6M | +49.1% | -16.5% | +65.5% | +52.4% |
| YTD | +60.4% | -39.4% | +99.8% | +71.1% |
| 1Y | +78.3% | -41.0% | +119.3% | +90.9% |
| 3Y | +53.3% | +29.2% | +24.1% | +45.5% |
| 5Y | -27.0% | +41.6% | -68.6% | -35.3% |
| All | -27.0% | +43.1% | -70.0% | -35.3% |
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