-45.3%
SWKS vs TOST
-46.9%
+1.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.5% |
| 7D | -6.2% | +9.4% | -15.6% | -8.2% |
| 30D | -1.5% | +13.5% | -15.0% | -4.6% |
| 3M | +23.0% | -0.1% | +23.1% | +22.0% |
| 6M | +27.6% | +22.5% | +5.1% | +19.2% |
| YTD | +32.3% | -2.4% | +34.7% | +29.7% |
| 1Y | +20.1% | -4.7% | +24.8% | +18.3% |
| 3Y | +0.6% | +103.2% | -102.6% | -21.9% |
| 5Y | -42.3% | -41.2% | -1.1% | -52.9% |
| All | -45.3% | -46.9% | +1.6% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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