+1,320.5%
TSM vs SWK
+30.0%
+1,290.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.6% | -8.2% | -9.8% |
| 7D | -18.2% | +11.3% | -29.5% | -21.8% |
| 30D | -26.8% | +28.1% | -54.9% | -33.7% |
| 3M | -14.5% | +12.6% | -27.1% | -18.9% |
| 6M | -10.0% | +51.7% | -61.7% | -23.9% |
| YTD | +17.1% | +60.0% | -42.9% | -3.5% |
| 1Y | +21.5% | +72.7% | -51.2% | -3.0% |
| 3Y | +300.4% | +46.3% | +254.1% | +224.8% |
| 5Y | +224.7% | -24.6% | +249.3% | +229.3% |
| All | +1,320.5% | +30.0% | +1,290.5% | +1,049.1% |
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