+53,326.0%
TSCO vs SWKS
+8,646.6%
+44,679.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +6.8% | -3.1% | +10.0% | +7.2% |
| 30D | +11.3% | +8.3% | +2.9% | +10.1% |
| 3M | +9.1% | +20.2% | -11.2% | +5.9% |
| 6M | +24.2% | +24.9% | -0.7% | +19.1% |
| YTD | -23.5% | +33.2% | -56.7% | -27.6% |
| 1Y | -30.8% | +23.6% | -54.3% | -33.8% |
| 3Y | +0.1% | +1.3% | -1.2% | -3.7% |
| 5Y | -5.3% | -40.6% | +35.3% | -3.7% |
| 10Y | +220.4% | +35.3% | +185.1% | +188.1% |
| All | +53,326.0% | +8,646.6% | +44,679.4% | +38,388.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling