+32.1%
SWKS vs TSN
+14.3%
+17.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -6.2% | +4.6% | -10.8% | -7.6% |
| 30D | -1.5% | +15.4% | -16.9% | -6.0% |
| 3M | +23.0% | +2.9% | +20.1% | +21.4% |
| 6M | +27.6% | -10.8% | +38.4% | +31.1% |
| YTD | +32.3% | +4.5% | +27.9% | +28.2% |
| 1Y | +20.1% | +19.5% | +0.6% | +10.7% |
| 3Y | +0.6% | +42.2% | -41.6% | -14.7% |
| 5Y | -42.3% | -14.2% | -28.1% | -41.7% |
| All | +32.1% | +14.3% | +17.8% | +12.0% |
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