-15.4%
SWKS vs TSLQ
-97.0%
+81.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.0% | -8.5% | +5.4% |
| 7D | +12.5% | -5.8% | +18.3% | +11.7% |
| 30D | +10.5% | -22.1% | +32.6% | +6.8% |
| 3M | -7.4% | +10.1% | -17.4% | -2.9% |
| 6M | +32.7% | -6.8% | +39.4% | +37.6% |
| YTD | +19.2% | +8.5% | +10.6% | +27.2% |
| 1Y | +2.4% | -49.7% | +52.1% | -0.5% |
| 3Y | -25.6% | -95.6% | +70.0% | -39.8% |
| All | -15.4% | -97.0% | +81.6% | -30.4% |
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