-25.2%
SWKS vs TOST
+55.9%
-81.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.5% | +3.5% |
| 7D | +12.5% | -3.4% | +15.9% | +13.3% |
| 30D | +10.5% | -2.4% | +12.9% | +10.9% |
| 3M | -7.4% | +34.6% | -42.0% | -13.5% |
| 6M | +32.7% | +15.2% | +17.5% | +27.0% |
| YTD | +19.2% | -4.4% | +23.6% | +19.2% |
| 1Y | +2.4% | -17.4% | +19.8% | +6.0% |
| All | -25.2% | +55.9% | -81.2% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling