+224.7%
TSM vs SWKS
-44.4%
+269.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.1% | -8.7% | -9.9% |
| 7D | -18.2% | -9.2% | -9.0% | -14.7% |
| 30D | -26.8% | -1.9% | -24.9% | -26.2% |
| 3M | -14.5% | +21.2% | -35.7% | -23.1% |
| 6M | -10.0% | +12.9% | -22.9% | -18.3% |
| YTD | +17.1% | +30.7% | -13.6% | -2.7% |
| 1Y | +21.5% | +14.1% | +7.4% | +8.1% |
| 3Y | +300.4% | -1.7% | +302.1% | +254.1% |
| 5Y | +224.7% | -43.0% | +267.7% | +283.3% |
| All | +224.7% | -44.4% | +269.1% | +283.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling