-44.5%
TOST vs SWK
-24.1%
-20.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +9.4% | +11.0% | -1.6% | +3.4% |
| 30D | +13.5% | +30.1% | -16.6% | -1.2% |
| 3M | -0.1% | +14.7% | -14.8% | -7.5% |
| 6M | +22.5% | +44.5% | -22.0% | -0.2% |
| YTD | -2.4% | +59.4% | -61.7% | -26.3% |
| 1Y | -4.7% | +77.5% | -82.2% | -32.5% |
| 3Y | +103.2% | +49.5% | +53.8% | +48.6% |
| 5Y | -41.2% | -24.9% | -16.3% | -39.1% |
| All | -44.5% | -24.1% | -20.4% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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