+390.9%
SWK vs TCOM
+2,694.8%
-2,303.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -0.4% | -9.5% | +9.1% | +1.6% |
| 30D | -5.7% | -10.7% | +5.0% | -3.6% |
| 3M | +24.1% | -14.6% | +38.7% | +27.4% |
| 6M | +24.7% | -19.3% | +44.0% | +29.4% |
| YTD | +33.9% | -42.9% | +76.9% | +48.2% |
| 1Y | +34.7% | -43.8% | +78.5% | +49.4% |
| 3Y | +15.3% | +2.1% | +13.2% | +9.8% |
| 5Y | -39.3% | +31.2% | -70.5% | -48.7% |
| 10Y | +2.5% | -13.9% | +16.4% | -10.2% |
| All | +390.9% | +2,694.8% | -2,303.9% | +126.0% |
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