-1.5%
TSCO vs SWK
+50.7%
-52.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.3% | -1.4% | +1.7% | +0.6% |
| 30D | +11.3% | +25.5% | -14.1% | +4.9% |
| 3M | +1.5% | +11.8% | -10.3% | -1.7% |
| 6M | +24.0% | +48.7% | -24.7% | +11.4% |
| YTD | -25.7% | +57.2% | -82.9% | -34.7% |
| 1Y | -33.6% | +75.3% | -108.8% | -43.3% |
| 3Y | -1.5% | +51.9% | -53.5% | -21.1% |
| All | -1.5% | +50.7% | -52.2% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling