+49,750.0%
TSCO vs SWK
+950.2%
+48,799.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | +5.5% | -5.7% | +11.2% | +7.4% |
| 3M | +20.0% | +24.1% | -4.1% | +11.2% |
| 6M | -29.8% | +24.7% | -54.5% | -35.5% |
| YTD | -28.7% | +33.9% | -62.6% | -36.2% |
| 1Y | -40.9% | +34.7% | -75.6% | -47.5% |
| 3Y | -15.9% | +15.3% | -31.2% | -24.4% |
| 5Y | -3.5% | -39.3% | +35.8% | +4.1% |
| 10Y | +142.2% | +2.5% | +139.7% | +100.9% |
| All | +49,750.0% | +950.2% | +48,799.8% | +29,915.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling