+199.5%
TSCO vs SWK
-0.2%
+199.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.9% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | +2.8% | -9.7% | +12.5% | +5.7% |
| 3M | +17.9% | +19.5% | -1.6% | +11.8% |
| 6M | -28.6% | +26.0% | -54.6% | -33.7% |
| YTD | -28.0% | +29.1% | -57.1% | -33.8% |
| 1Y | -39.9% | +23.7% | -63.5% | -44.2% |
| 3Y | -14.0% | +15.3% | -29.3% | -21.2% |
| 5Y | -2.9% | -40.6% | +37.7% | +3.8% |
| 10Y | +199.5% | -0.1% | +199.6% | +168.4% |
| All | +199.5% | -0.2% | +199.7% | +168.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling