+37.6%
TSM vs SWKS
+22.9%
+14.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.1% |
| 7D | -2.1% | -3.1% | +1.1% | -1.4% |
| 30D | -12.5% | +8.3% | -20.9% | -13.7% |
| 3M | -5.0% | +20.2% | -25.2% | -9.0% |
| 6M | -3.2% | +24.9% | -28.1% | -7.3% |
| YTD | +31.5% | +33.2% | -1.7% | +22.5% |
| All | +37.6% | +22.9% | +14.7% | +32.0% |
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