-29.4%
TSCO vs SWKS
+14.2%
-43.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.2% |
| 7D | +15.7% | -4.9% | +20.7% | +15.8% |
| 30D | +16.4% | -1.2% | +17.6% | +16.4% |
| 3M | +11.2% | +24.2% | -12.9% | +9.9% |
| 6M | +14.9% | +21.5% | -6.6% | +11.5% |
| YTD | -25.4% | +33.5% | -58.9% | -29.7% |
| 1Y | -29.4% | +18.9% | -48.3% | -31.5% |
| All | -29.4% | +14.2% | -43.5% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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