-41.3%
TOST vs SWK
-24.2%
-17.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +13.1% | -7.6% | -1.3% |
| 7D | +10.7% | +17.9% | -7.2% | +1.4% |
| 30D | +17.7% | +31.9% | -14.2% | +1.8% |
| 3M | +4.6% | +16.6% | -11.9% | -3.9% |
| 6M | +20.3% | +61.1% | -40.9% | -7.7% |
| YTD | -0.4% | +64.2% | -64.6% | -26.0% |
| 1Y | -0.8% | +85.2% | -86.0% | -31.2% |
| 3Y | +102.2% | +50.2% | +52.0% | +48.1% |
| 5Y | -41.3% | -22.8% | -18.5% | -40.5% |
| All | -41.3% | -24.2% | -17.1% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling