-13.3%
SWKS vs TLN
+630.2%
-643.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -5.9% | +0.1% |
| 7D | -6.2% | -1.3% | -4.8% | -6.0% |
| 30D | -1.5% | -10.5% | +9.0% | 0.0% |
| 3M | +23.0% | +0.1% | +22.9% | +22.1% |
| 6M | +27.6% | -17.4% | +45.0% | +30.0% |
| YTD | +32.3% | -9.7% | +42.0% | +31.5% |
| 1Y | +20.1% | -12.3% | +32.4% | +19.7% |
| 3Y | +0.6% | +528.3% | -527.6% | -30.9% |
| All | -13.3% | +630.2% | -643.5% | -42.1% |
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