+1,253.4%
SWKS vs TCOM
+2,922.3%
-1,668.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.9% |
| 7D | -6.2% | +12.1% | -18.2% | -9.0% |
| 30D | -1.5% | +16.5% | -18.0% | -5.6% |
| 3M | +23.0% | -4.0% | +27.0% | +23.6% |
| 6M | +27.6% | -18.5% | +46.1% | +33.0% |
| YTD | +32.3% | -38.3% | +70.6% | +47.0% |
| 1Y | +20.1% | -36.6% | +56.7% | +32.4% |
| 3Y | +0.6% | +31.1% | -30.5% | -12.9% |
| 5Y | -42.3% | +47.6% | -89.9% | -55.1% |
| 10Y | +35.9% | +5.1% | +30.9% | +9.5% |
| All | +1,253.4% | +2,922.3% | -1,668.9% | +309.7% |
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