-25.2%
SWKS vs TECK
+69.4%
-94.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +12.5% | -0.3% | +12.9% | +12.6% |
| 30D | +10.5% | +4.6% | +5.9% | +8.6% |
| 3M | -7.4% | +2.8% | -10.2% | -8.8% |
| 6M | +32.7% | +24.9% | +7.8% | +20.5% |
| YTD | +19.2% | +44.7% | -25.6% | +0.7% |
| 1Y | +2.4% | +112.0% | -109.6% | -27.4% |
| All | -25.2% | +69.4% | -94.6% | -45.7% |
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