-21.9%
SWKS vs TLN
+583.6%
-605.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.2% | +2.9% |
| 7D | +12.5% | +7.1% | +5.5% | +11.3% |
| 30D | +10.5% | -3.9% | +14.4% | +11.1% |
| 3M | -7.4% | -16.2% | +8.8% | -5.2% |
| 6M | +32.7% | -5.8% | +38.5% | +32.5% |
| YTD | +19.2% | -15.4% | +34.6% | +20.4% |
| 1Y | +2.4% | -16.7% | +19.1% | +3.5% |
| 3Y | -25.6% | +473.8% | -499.4% | -47.6% |
| All | -21.9% | +583.6% | -605.4% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling