+1,262.0%
SWKS vs TCOM
+2,902.5%
-1,640.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -3.1% | +6.5% | -9.7% | -4.8% |
| 30D | +8.3% | +13.3% | -5.0% | +4.6% |
| 3M | +20.2% | -6.5% | +26.7% | +21.7% |
| 6M | +24.9% | -16.3% | +41.3% | +29.4% |
| YTD | +33.2% | -38.7% | +71.9% | +48.2% |
| 1Y | +23.6% | -40.1% | +63.7% | +38.4% |
| 3Y | +1.3% | +30.6% | -29.4% | -12.3% |
| 5Y | -40.6% | +45.8% | -86.4% | -53.6% |
| 10Y | +35.3% | +8.1% | +27.2% | +8.2% |
| All | +1,262.0% | +2,902.5% | -1,640.5% | +313.0% |
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