+84.4%
TSM vs SWKS
+4.6%
+79.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.7% | +1.9% |
| 7D | +2.7% | +12.5% | -9.8% | -0.4% |
| 30D | +3.6% | +10.5% | -6.9% | +0.8% |
| 3M | -3.4% | -7.4% | +4.0% | -2.6% |
| 6M | +20.6% | +32.7% | -12.0% | +8.6% |
| YTD | +41.9% | +19.2% | +22.7% | +32.9% |
| 1Y | +84.4% | +2.4% | +82.0% | +84.4% |
| All | +84.4% | +4.6% | +79.7% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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