+23.6%
SWKS vs TLN
-8.6%
+32.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -3.1% | +1.1% | -4.2% | -3.4% |
| 30D | +8.3% | -4.6% | +12.9% | +8.7% |
| 3M | +20.2% | +5.2% | +15.0% | +18.6% |
| 6M | +24.9% | -6.5% | +31.5% | +24.0% |
| YTD | +33.2% | -3.6% | +36.8% | +31.8% |
| 1Y | +23.6% | -8.2% | +31.8% | +22.9% |
| All | +23.6% | -8.6% | +32.1% | +22.9% |
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