-35.3%
TSLL vs SWK
+15.2%
-50.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.9% | -12.7% | -12.6% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | +17.8% | -5.7% | +23.5% | +23.6% |
| 3M | -37.0% | +24.1% | -61.1% | -46.9% |
| 6M | -37.7% | +24.7% | -62.4% | -48.2% |
| YTD | -51.4% | +33.9% | -85.3% | -62.6% |
| 1Y | -23.4% | +34.7% | -58.0% | -42.1% |
| All | -35.3% | +15.2% | -50.5% | -50.5% |
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