-55.4%
TSLL vs SWKS
-23.3%
-32.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.5% | -15.4% | -15.0% |
| 7D | +1.9% | +12.5% | -10.6% | -9.2% |
| 30D | +17.8% | +10.5% | +7.3% | +6.5% |
| 3M | -37.0% | -7.4% | -29.6% | -32.0% |
| 6M | -37.7% | +32.7% | -70.3% | -54.4% |
| YTD | -51.4% | +19.2% | -70.5% | -61.7% |
| 1Y | -23.4% | +2.4% | -25.7% | -29.4% |
| 3Y | -30.8% | -25.6% | -5.2% | -16.5% |
| All | -55.4% | -23.3% | -32.2% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling