-37.0%
SWKS vs TECK
+131.7%
-168.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +3.8% |
| 7D | +10.9% | +2.1% | +8.7% | +10.0% |
| 30D | +17.6% | -8.9% | +26.5% | +20.3% |
| 3M | +29.2% | -7.1% | +36.3% | +30.4% |
| 6M | +37.0% | -7.0% | +43.9% | +37.4% |
| YTD | +44.9% | +28.3% | +16.6% | +29.2% |
| 1Y | +33.8% | +40.6% | -6.7% | +15.5% |
| 3Y | +10.2% | +78.2% | -68.0% | -14.1% |
| 5Y | -37.0% | +129.5% | -166.5% | -52.9% |
| All | -37.0% | +131.7% | -168.7% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling