+17.5%
SWK vs TLN
+476.4%
-458.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | +0.4% |
| 7D | -0.4% | +7.1% | -7.5% | -1.4% |
| 30D | -5.7% | -3.9% | -1.8% | -5.3% |
| 3M | +24.1% | -16.2% | +40.2% | +26.5% |
| 6M | +24.7% | -5.8% | +30.5% | +24.6% |
| YTD | +33.9% | -15.4% | +49.4% | +35.2% |
| 1Y | +34.7% | -16.7% | +51.4% | +35.8% |
| All | +17.5% | +476.4% | -458.8% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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