+18.2%
TSN vs SWK
+26.9%
-8.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | +5.8% | +11.3% | -5.5% | +2.9% |
| 30D | +12.8% | +31.5% | -18.6% | +5.1% |
| 3M | +6.5% | +14.4% | -8.0% | +2.6% |
| 6M | -10.3% | +46.4% | -56.7% | -19.3% |
| YTD | +5.5% | +61.6% | -56.1% | -8.5% |
| 1Y | +15.8% | +78.7% | -63.0% | -2.4% |
| 3Y | +42.5% | +54.4% | -11.9% | +19.8% |
| 5Y | -14.3% | -25.3% | +11.0% | -12.1% |
| 10Y | +18.2% | +22.4% | -4.2% | -6.8% |
| All | +18.2% | +26.9% | -8.7% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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