-55.4%
TSLL vs SWK
+18.8%
-74.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +23.4% |
| 3M | -37.0% | +24.1% | -61.1% | -46.6% |
| 6M | -37.7% | +24.7% | -62.4% | -47.9% |
| YTD | -51.4% | +33.9% | -85.3% | -62.3% |
| 1Y | -23.4% | +34.7% | -58.0% | -41.5% |
| 3Y | -30.8% | +15.3% | -46.1% | -44.4% |
| All | -55.4% | +18.8% | -74.3% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling