+27.6%
SWKS vs TCOM
-9.6%
+37.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.8% |
| 7D | +12.5% | -9.5% | +22.0% | +15.6% |
| 30D | +10.5% | -10.7% | +21.2% | +13.8% |
| 3M | -7.4% | -14.6% | +7.2% | -3.9% |
| 6M | +32.7% | -19.3% | +52.0% | +39.3% |
| YTD | +19.2% | -42.9% | +62.1% | +36.9% |
| 1Y | +2.4% | -43.8% | +46.2% | +18.0% |
| 3Y | -25.6% | +2.1% | -27.7% | -32.3% |
| 5Y | -53.4% | +31.2% | -84.6% | -64.2% |
| All | +27.6% | -9.6% | +37.2% | +3.4% |
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