+49.5%
SWK vs TSLQ
-96.3%
+145.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.4% | +8.0% | -1.2% |
| 7D | +11.0% | +19.7% | -8.7% | +13.2% |
| 30D | +30.1% | +4.1% | +25.9% | +31.0% |
| 3M | +14.7% | -30.9% | +45.5% | +11.5% |
| 6M | +44.5% | -13.6% | +58.1% | +46.3% |
| YTD | +59.4% | -2.6% | +62.0% | +65.0% |
| 1Y | +77.5% | -10.4% | +88.0% | +83.2% |
| 3Y | +49.5% | -96.4% | +145.8% | +37.6% |
| All | +49.5% | -96.3% | +145.8% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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