+1,502.2%
TSM vs SWK
+32.9%
+1,469.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.5% |
| 7D | -2.5% | +10.7% | -13.2% | -6.5% |
| 30D | -14.3% | +33.3% | -47.6% | -23.6% |
| 3M | -7.2% | +14.7% | -21.9% | -12.6% |
| 6M | -5.1% | +48.5% | -53.6% | -19.1% |
| YTD | +28.9% | +63.9% | -35.0% | +5.2% |
| 1Y | +37.1% | +80.4% | -43.3% | +7.7% |
| 3Y | +341.5% | +58.1% | +283.3% | +247.7% |
| 5Y | +245.7% | -24.5% | +270.2% | +250.8% |
| 10Y | +1,502.2% | +29.5% | +1,472.8% | +1,163.2% |
| All | +1,502.2% | +32.9% | +1,469.4% | +1,163.2% |
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