+236.4%
TSM vs SWK
-25.5%
+261.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | -7.6% | +11.0% | -18.6% | -11.1% |
| 30D | -20.5% | +30.1% | -50.5% | -27.7% |
| 3M | -10.0% | +14.7% | -24.6% | -14.6% |
| 6M | -10.1% | +44.5% | -54.6% | -21.4% |
| YTD | +24.5% | +59.4% | -34.9% | +4.6% |
| 1Y | +31.2% | +77.5% | -46.4% | +6.2% |
| 3Y | +322.0% | +49.5% | +272.5% | +244.6% |
| All | +236.4% | -25.5% | +261.8% | +233.5% |
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 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