+20.1%
SWKS vs TLN
-13.3%
+33.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -5.9% | +0.3% |
| 7D | -6.2% | -1.3% | -4.8% | -6.1% |
| 30D | -1.5% | -10.5% | +9.0% | -0.3% |
| 3M | +23.0% | +0.1% | +22.9% | +22.2% |
| 6M | +27.6% | -17.4% | +45.0% | +28.0% |
| YTD | +32.3% | -9.7% | +42.0% | +32.1% |
| 1Y | +20.1% | -12.3% | +32.4% | +20.2% |
| All | +20.1% | -13.3% | +33.4% | +20.2% |
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