-45.7%
TOST vs SWK
-36.2%
-9.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | -2.4% | -5.7% | +3.3% | +0.4% |
| 3M | +34.6% | +24.1% | +10.5% | +19.5% |
| 6M | +15.2% | +24.7% | -9.5% | +0.3% |
| YTD | -4.4% | +33.9% | -38.3% | -20.7% |
| 1Y | -17.4% | +34.7% | -52.1% | -32.0% |
| 3Y | +54.5% | +15.3% | +39.2% | +31.4% |
| All | -45.7% | -36.2% | -9.5% | -39.1% |
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