+33.8%
SWKS vs TLN
+3.1%
+30.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.4% |
| 7D | +10.9% | +22.3% | -11.4% | +8.0% |
| 30D | +17.6% | +1.2% | +16.4% | +17.1% |
| 3M | +29.2% | +5.9% | +23.3% | +27.3% |
| 6M | +37.0% | +3.2% | +33.7% | +34.5% |
| YTD | +44.9% | +3.2% | +41.8% | +42.3% |
| 1Y | +33.8% | +5.2% | +28.6% | +31.4% |
| All | +33.8% | +3.1% | +30.7% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling