-14.3%
SWKS vs TLN
+581.9%
-596.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.2% | -1.5% |
| 7D | -9.2% | -9.4% | +0.2% | -7.8% |
| 30D | -1.9% | -15.2% | +13.3% | +0.5% |
| 3M | +21.2% | -4.1% | +25.4% | +21.3% |
| 6M | +12.9% | -17.8% | +30.7% | +15.0% |
| YTD | +30.7% | -15.6% | +46.4% | +31.4% |
| 1Y | +14.1% | -21.6% | +35.8% | +16.0% |
| 3Y | -1.7% | +497.6% | -499.3% | -32.0% |
| All | -14.3% | +581.9% | -596.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling