+199.5%
TSCO vs SWK
+0.7%
+198.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.6% |
| 7D | +1.7% | +0.1% | +1.5% | +1.6% |
| 30D | +2.8% | -8.9% | +11.7% | +5.4% |
| 3M | +17.9% | +20.5% | -2.6% | +11.5% |
| 6M | -28.6% | +27.1% | -55.7% | -33.8% |
| YTD | -28.0% | +30.2% | -58.2% | -33.9% |
| 1Y | -39.9% | +24.8% | -64.6% | -44.3% |
| 3Y | -14.0% | +16.3% | -30.3% | -21.4% |
| 5Y | -2.9% | -40.1% | +37.2% | +3.6% |
| 10Y | +199.5% | +0.8% | +198.7% | +167.8% |
| All | +199.5% | +0.7% | +198.8% | +167.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling