+1,410.4%
TSM vs SWK
+29.6%
+1,380.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.5% |
| 7D | -7.6% | +11.0% | -18.6% | -11.5% |
| 30D | -20.5% | +30.1% | -50.5% | -28.5% |
| 3M | -10.0% | +14.7% | -24.6% | -15.2% |
| 6M | -10.1% | +44.5% | -54.6% | -22.5% |
| YTD | +24.5% | +59.4% | -34.9% | +2.7% |
| 1Y | +31.2% | +77.5% | -46.4% | +3.7% |
| 3Y | +322.0% | +49.5% | +272.5% | +239.6% |
| 5Y | +245.3% | -24.9% | +270.2% | +250.6% |
| All | +1,410.4% | +29.6% | +1,380.8% | +1,123.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling