+1,729.4%
TSM vs SWK
+2.4%
+1,727.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.5% |
| 7D | +2.7% | -0.4% | +3.2% | +2.9% |
| 30D | +3.6% | -5.7% | +9.3% | +5.9% |
| 3M | -3.4% | +24.1% | -27.4% | -11.2% |
| 6M | +20.6% | +24.7% | -4.1% | +10.2% |
| YTD | +41.9% | +33.9% | +7.9% | +25.8% |
| 1Y | +84.4% | +34.7% | +49.7% | +62.2% |
| 3Y | +380.2% | +15.3% | +364.9% | +328.3% |
| 5Y | +275.3% | -39.3% | +314.6% | +315.9% |
| All | +1,729.4% | +2.4% | +1,727.0% | +1,446.8% |
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