-44.8%
SWKS vs TOST
-45.8%
+1.0%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.5% | -8.4% | -4.1% |
| 7D | -4.9% | +10.7% | -15.7% | -7.3% |
| 30D | -1.2% | +17.7% | -18.9% | -5.1% |
| 3M | +24.2% | +4.6% | +19.5% | +21.9% |
| 6M | +21.5% | +20.3% | +1.2% | +14.0% |
| YTD | +33.5% | -0.4% | +33.9% | +30.3% |
| 1Y | +18.9% | -0.8% | +19.7% | +15.9% |
| 3Y | +0.4% | +102.2% | -101.9% | -21.9% |
| 5Y | -44.3% | -41.3% | -3.0% | -54.6% |
| All | -44.8% | -45.8% | +1.0% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling