-6.0%
SWKS vs TSLQ
-97.3%
+91.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.4% | +9.6% | -0.1% |
| 7D | -6.2% | +19.7% | -25.8% | -3.1% |
| 30D | -1.5% | +4.1% | -5.6% | -0.2% |
| 3M | +23.0% | -30.9% | +53.8% | +17.9% |
| 6M | +27.6% | -13.6% | +41.2% | +31.2% |
| YTD | +32.3% | -2.6% | +34.9% | +40.4% |
| 1Y | +20.1% | -10.4% | +30.6% | +26.8% |
| 3Y | +0.6% | -96.4% | +97.0% | -21.2% |
| All | -6.0% | -97.3% | +91.3% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling