+62.5%
SWK vs TLN
+581.9%
-519.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -2.2% |
| 7D | +11.3% | -9.4% | +20.6% | +12.2% |
| 30D | +28.1% | -15.2% | +43.3% | +30.1% |
| 3M | +12.6% | -4.1% | +16.7% | +12.1% |
| 6M | +51.7% | -17.8% | +69.6% | +53.5% |
| YTD | +60.0% | -15.6% | +75.6% | +60.1% |
| 1Y | +72.7% | -21.6% | +94.3% | +74.2% |
| 3Y | +46.3% | +497.6% | -451.2% | +4.4% |
| All | +62.5% | +581.9% | -519.4% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling