+373.1%
TSM vs SWK
+15.2%
+357.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.7% |
| 3M | -3.4% | +24.1% | -27.4% | -10.6% |
| 6M | +20.6% | +24.7% | -4.1% | +10.9% |
| YTD | +41.9% | +33.9% | +7.9% | +27.0% |
| 1Y | +84.4% | +34.7% | +49.7% | +64.2% |
| All | +373.1% | +15.2% | +357.9% | +304.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling