+11.6%
SWKS vs TECK
+77.0%
-65.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +3.9% |
| 7D | +10.9% | +2.1% | +8.7% | +10.0% |
| 30D | +17.6% | -8.9% | +26.5% | +20.6% |
| 3M | +29.2% | -7.1% | +36.3% | +30.4% |
| 6M | +37.0% | -7.0% | +43.9% | +37.2% |
| YTD | +44.9% | +28.3% | +16.6% | +25.4% |
| 1Y | +33.8% | +40.6% | -6.7% | +11.0% |
| All | +11.6% | +77.0% | -65.4% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling