+50.8%
SWKS vs TSN
+14.5%
+36.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +9.4% | -1.4% | +10.9% | +9.9% |
| 30D | +17.0% | +8.5% | +8.5% | +13.8% |
| 3M | +28.9% | +5.3% | +23.6% | +26.4% |
| 6M | +33.1% | -10.5% | +43.6% | +36.6% |
| YTD | +44.8% | +3.0% | +41.8% | +40.8% |
| 1Y | +36.2% | +12.1% | +24.1% | +28.4% |
| 3Y | +11.5% | +43.1% | -31.6% | -5.8% |
| 5Y | -37.1% | -15.1% | -22.0% | -36.2% |
| All | +50.8% | +14.5% | +36.3% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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