-60.3%
TSLL vs SWKS
-15.8%
-44.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.1% | -19.8% | -20.1% |
| 7D | -28.9% | -9.2% | -19.7% | -22.5% |
| 30D | -21.4% | -1.9% | -19.5% | -20.3% |
| 3M | +5.0% | +21.2% | -16.2% | -16.2% |
| 6M | -36.6% | +12.9% | -49.5% | -46.6% |
| YTD | -56.6% | +30.7% | -87.4% | -69.9% |
| 1Y | -60.9% | +14.1% | -75.0% | -68.7% |
| 3Y | -25.2% | -1.7% | -23.5% | -33.9% |
| All | -60.3% | -15.8% | -44.5% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling