-49.1%
TSLL vs SWKS
-14.0%
-35.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.9% | -3.4% | -3.9% |
| 7D | -9.4% | -4.9% | -4.5% | -5.6% |
| 30D | +1.6% | -1.2% | +2.7% | +1.9% |
| 3M | +29.4% | +24.2% | +5.3% | +0.7% |
| 6M | -20.1% | +21.5% | -41.6% | -37.6% |
| YTD | -44.5% | +33.5% | -78.0% | -62.3% |
| 1Y | -46.0% | +18.9% | -64.9% | -58.7% |
| 3Y | -4.3% | +0.4% | -4.6% | -17.3% |
| All | -49.1% | -14.0% | -35.1% | -48.9% |
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