+484.1%
SWK vs TCOM
+2,922.3%
-2,438.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | +11.0% | +12.1% | -1.0% | +8.5% |
| 30D | +30.1% | +16.5% | +13.6% | +26.1% |
| 3M | +14.7% | -4.0% | +18.7% | +15.5% |
| 6M | +44.5% | -18.5% | +63.0% | +49.7% |
| YTD | +59.4% | -38.3% | +97.7% | +73.5% |
| 1Y | +77.5% | -36.6% | +114.1% | +92.1% |
| 3Y | +49.5% | +31.1% | +18.3% | +35.3% |
| 5Y | -24.9% | +47.6% | -72.5% | -37.9% |
| 10Y | +31.8% | +5.1% | +26.7% | +11.0% |
| All | +484.1% | +2,922.3% | -2,438.2% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling