-50.7%
SWKS vs TOST
-48.0%
-2.7%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.5% | +3.5% |
| 7D | +12.5% | -3.4% | +15.9% | +13.4% |
| 30D | +10.5% | -2.4% | +12.9% | +10.9% |
| 3M | -7.4% | +34.6% | -42.0% | -14.1% |
| 6M | +32.7% | +15.2% | +17.5% | +26.2% |
| YTD | +19.2% | -4.4% | +23.6% | +18.1% |
| 1Y | +2.4% | -17.4% | +19.8% | +4.8% |
| 3Y | -25.6% | +54.5% | -80.1% | -38.0% |
| All | -50.7% | -48.0% | -2.7% | -59.3% |
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 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