+895.4%
TSN vs SWK
+1,275.2%
-379.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | -6.3% | -0.4% | -5.9% | -6.2% |
| 30D | -10.8% | -5.7% | -5.1% | -9.4% |
| 3M | -8.8% | +24.1% | -32.8% | -14.6% |
| 6M | -16.8% | +24.7% | -41.5% | -22.7% |
| YTD | -10.0% | +33.9% | -43.9% | -18.4% |
| 1Y | -5.3% | +34.7% | -39.9% | -14.6% |
| 3Y | +8.5% | +15.3% | -6.7% | -1.9% |
| 5Y | -22.9% | -39.3% | +16.4% | -18.7% |
| 10Y | -12.6% | +2.5% | -15.1% | -25.4% |
| All | +895.4% | +1,275.2% | -379.8% | +298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling