-37.7%
TSLL vs SWKS
+28.1%
-65.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.5% | -15.4% | -14.0% |
| 7D | +1.9% | +12.5% | -10.6% | -5.9% |
| 30D | +17.8% | +10.5% | +7.3% | +9.8% |
| 3M | -37.0% | -7.4% | -29.6% | -35.3% |
| 6M | -37.7% | +32.7% | -70.3% | -42.0% |
| All | -37.7% | +28.1% | -65.8% | -42.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling