-7.5%
SWKS vs TLN
+716.6%
-724.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.9% | +1.1% | +5.2% |
| 7D | +5.7% | +15.9% | -10.2% | +3.2% |
| 30D | +17.3% | -0.3% | +17.6% | +17.1% |
| 3M | +28.3% | +5.8% | +22.4% | +26.3% |
| 6M | +26.1% | -1.2% | +27.3% | +24.9% |
| YTD | +41.1% | +1.0% | +40.1% | +37.8% |
| 1Y | +31.4% | +1.1% | +30.3% | +28.0% |
| 3Y | +7.3% | +591.7% | -584.4% | -27.3% |
| All | -7.5% | +716.6% | -724.1% | -39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling