+1,570.7%
TSM vs SWKS
+35.1%
+1,535.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.1% |
| 7D | -2.1% | -3.1% | +1.1% | -0.5% |
| 30D | -12.5% | +8.3% | -20.9% | -15.6% |
| 3M | -5.0% | +20.2% | -25.2% | -14.6% |
| 6M | -3.2% | +24.9% | -28.1% | -16.1% |
| YTD | +31.5% | +33.2% | -1.7% | +7.7% |
| 1Y | +35.7% | +23.6% | +12.1% | +15.2% |
| 3Y | +323.5% | +1.3% | +322.2% | +271.1% |
| 5Y | +263.4% | -40.6% | +304.0% | +309.1% |
| All | +1,570.7% | +35.1% | +1,535.6% | +1,139.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling