-2.9%
TSCO vs SWKS
-52.0%
+49.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.5% |
| 7D | +1.7% | +11.8% | -10.2% | -0.6% |
| 30D | +2.8% | +6.7% | -3.9% | +1.4% |
| 3M | +17.9% | 0.0% | +17.9% | +17.3% |
| 6M | -28.6% | +38.7% | -67.3% | -35.0% |
| YTD | -28.0% | +21.4% | -49.4% | -32.6% |
| 1Y | -39.9% | +2.9% | -42.8% | -41.7% |
| 3Y | -14.0% | -16.4% | +2.4% | -16.0% |
| 5Y | -2.9% | -51.2% | +48.2% | +4.6% |
| All | -2.9% | -52.0% | +49.1% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling