-5.4%
SWKS vs TSLQ
-97.6%
+92.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.3% |
| 7D | -3.1% | +4.7% | -7.8% | -1.9% |
| 30D | +8.3% | -5.6% | +13.9% | +8.3% |
| 3M | +20.2% | -34.6% | +54.8% | +14.4% |
| 6M | +24.9% | -11.4% | +36.3% | +28.8% |
| YTD | +33.2% | -14.1% | +47.2% | +38.7% |
| 1Y | +23.6% | -20.7% | +44.3% | +28.0% |
| 3Y | +1.3% | -96.9% | +98.1% | -22.6% |
| All | -5.4% | -97.6% | +92.2% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling