+56.7%
TOST vs SWK
+15.2%
+41.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | -2.4% | -5.7% | +3.3% | -0.1% |
| 3M | +34.6% | +24.1% | +10.5% | +22.3% |
| 6M | +15.2% | +24.7% | -9.5% | +3.3% |
| YTD | -4.4% | +33.9% | -38.3% | -17.8% |
| 1Y | -17.4% | +34.7% | -52.1% | -29.4% |
| All | +56.7% | +15.2% | +41.5% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling