+49.5%
SWK vs TLN
+538.9%
-489.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -1.1% |
| 7D | +11.0% | -1.3% | +12.3% | +10.9% |
| 30D | +30.1% | -10.5% | +40.5% | +31.3% |
| 3M | +14.7% | +0.1% | +14.6% | +13.6% |
| 6M | +44.5% | -17.4% | +61.9% | +46.2% |
| YTD | +59.4% | -9.7% | +69.0% | +58.2% |
| 1Y | +77.5% | -12.3% | +89.8% | +76.5% |
| 3Y | +49.5% | +528.3% | -478.8% | +6.2% |
| All | +49.5% | +538.9% | -489.5% | +6.2% |
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