+7.6%
SWK vs TSLQ
-97.0%
+104.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.0% | -11.1% | +2.2% |
| 7D | -0.4% | -5.8% | +5.3% | -0.9% |
| 30D | -5.7% | -22.1% | +16.4% | -7.9% |
| 3M | +24.1% | +10.1% | +14.0% | +28.1% |
| 6M | +24.7% | -6.8% | +31.5% | +27.7% |
| YTD | +33.9% | +8.5% | +25.4% | +40.1% |
| 1Y | +34.7% | -49.7% | +84.4% | +31.1% |
| 3Y | +15.3% | -95.6% | +110.9% | +1.2% |
| All | +7.6% | -97.0% | +104.6% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling