-37.0%
SWKS vs TCOM
+40.9%
-77.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.9% |
| 7D | +10.9% | -1.4% | +12.2% | +11.1% |
| 30D | +17.6% | +11.5% | +6.1% | +14.9% |
| 3M | +29.2% | -5.2% | +34.4% | +30.2% |
| 6M | +37.0% | -16.9% | +53.9% | +41.1% |
| YTD | +44.9% | -39.9% | +84.8% | +58.8% |
| 1Y | +33.8% | -42.1% | +75.9% | +47.8% |
| 3Y | +10.2% | +28.0% | -17.8% | -2.7% |
| 5Y | -37.0% | +40.4% | -77.4% | -49.9% |
| All | -37.0% | +40.9% | -77.9% | -49.9% |
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