+31.0%
SWKS vs TECK
+373.9%
-342.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.3% | +0.6% |
| 7D | +11.8% | +7.8% | +4.1% | +9.3% |
| 30D | +6.7% | +8.3% | -1.5% | +4.0% |
| 3M | 0.0% | +16.1% | -16.1% | -5.0% |
| 6M | +38.7% | +42.9% | -4.1% | +22.5% |
| YTD | +21.4% | +50.8% | -29.4% | +4.4% |
| 1Y | +2.9% | +106.1% | -103.2% | -20.3% |
| 3Y | -16.4% | +84.0% | -100.4% | -34.6% |
| 5Y | -51.2% | +223.5% | -274.6% | -69.6% |
| 10Y | +31.0% | +378.1% | -347.1% | -36.6% |
| All | +31.0% | +373.9% | -342.9% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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