+9.4%
TSN vs SWK
+15.2%
-5.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.8% |
| 7D | -6.3% | -0.4% | -5.9% | -6.3% |
| 30D | -10.8% | -5.7% | -5.1% | -10.2% |
| 3M | -8.8% | +24.1% | -32.8% | -11.4% |
| 6M | -16.8% | +24.7% | -41.5% | -19.6% |
| YTD | -10.0% | +33.9% | -43.9% | -14.1% |
| 1Y | -5.3% | +34.7% | -39.9% | -9.9% |
| All | +9.4% | +15.2% | -5.7% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling