-10.3%
TSCO vs SWKS
-37.3%
+27.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.3% | +9.4% | -9.2% | -1.3% |
| 30D | +11.3% | +17.0% | -5.6% | +8.2% |
| 3M | +1.5% | +28.9% | -27.5% | -4.2% |
| 6M | +24.0% | +33.1% | -9.2% | +14.7% |
| YTD | -25.7% | +44.8% | -70.5% | -33.2% |
| 1Y | -33.6% | +36.2% | -69.8% | -39.5% |
| 3Y | -1.5% | +11.5% | -13.0% | -10.6% |
| All | -10.3% | -37.3% | +27.0% | -11.2% |
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