+322.0%
TSM vs SWKS
-0.7%
+322.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.1% | +5.9% |
| 7D | -7.6% | -6.2% | -1.4% | -5.5% |
| 30D | -20.5% | -1.5% | -19.0% | -20.1% |
| 3M | -10.0% | +23.0% | -32.9% | -17.5% |
| 6M | -10.1% | +27.6% | -37.7% | -19.6% |
| YTD | +24.5% | +32.3% | -7.8% | +7.5% |
| 1Y | +31.2% | +20.1% | +11.1% | +17.9% |
| 3Y | +322.0% | +0.6% | +321.3% | +255.1% |
| All | +322.0% | -0.7% | +322.7% | +255.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling