+224.7%
TSM vs SWK
-25.4%
+250.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.6% | -8.2% | -9.9% |
| 7D | -18.2% | +11.3% | -29.5% | -21.4% |
| 30D | -26.8% | +28.1% | -54.9% | -33.1% |
| 3M | -14.5% | +12.6% | -27.1% | -18.4% |
| 6M | -10.0% | +51.7% | -61.7% | -22.6% |
| YTD | +17.1% | +60.0% | -42.9% | -1.7% |
| 1Y | +21.5% | +72.7% | -51.2% | -0.7% |
| 3Y | +300.4% | +46.3% | +254.1% | +229.1% |
| 5Y | +224.7% | -24.6% | +249.3% | +222.3% |
| All | +224.7% | -25.4% | +250.2% | +222.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling