+31.2%
TSM vs SWK
+71.2%
-40.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | -7.6% | +11.0% | -18.6% | -10.9% |
| 30D | -20.5% | +30.1% | -50.5% | -28.1% |
| 3M | -10.0% | +14.7% | -24.6% | -14.4% |
| 6M | -10.1% | +44.5% | -54.6% | -22.7% |
| YTD | +24.5% | +59.4% | -34.9% | +2.2% |
| 1Y | +31.2% | +77.5% | -46.4% | +6.5% |
| All | +31.2% | +71.2% | -40.0% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling