-29.4%
TSCO vs SWK
+87.6%
-117.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +13.1% | -8.9% | +0.6% |
| 7D | +15.7% | +17.9% | -2.2% | +10.5% |
| 30D | +16.4% | +31.9% | -15.5% | +8.2% |
| 3M | +11.2% | +16.6% | -5.4% | +6.2% |
| 6M | +14.9% | +61.1% | -46.2% | +1.6% |
| YTD | -25.4% | +64.2% | -89.6% | -35.5% |
| 1Y | -29.4% | +85.2% | -114.6% | -41.9% |
| All | -29.4% | +87.6% | -117.0% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling