-3.8%
TSLL vs SWK
+50.4%
-54.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +13.1% | -19.4% | -16.2% |
| 7D | -9.4% | +17.9% | -27.3% | -21.7% |
| 30D | +1.6% | +31.9% | -30.4% | -20.2% |
| 3M | +29.4% | +16.6% | +12.8% | +12.2% |
| 6M | -20.1% | +61.1% | -81.3% | -46.5% |
| YTD | -44.5% | +64.2% | -108.7% | -64.6% |
| 1Y | -46.0% | +85.2% | -131.2% | -69.3% |
| All | -3.8% | +50.4% | -54.2% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 3y: compounded portfolio wealth divided by compounded SWK 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…
3y analysis · Full analysis span regression · 6 months rolling