-1.0%
TSM vs SWK
+55.1%
-56.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +13.1% | -15.3% | -5.6% |
| 7D | -10.0% | +17.9% | -27.9% | -14.5% |
| 30D | -18.5% | +31.9% | -50.5% | -26.6% |
| 3M | -4.9% | +16.6% | -21.4% | -8.9% |
| 6M | -1.0% | +61.1% | -62.1% | -21.7% |
| All | -1.0% | +55.1% | -56.0% | -21.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling