+2,106.4%
SWKS vs TECK
+1,890.1%
+216.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | -6.2% | -0.2% | -5.9% | -6.2% |
| 30D | -1.5% | -7.5% | +6.1% | +0.1% |
| 3M | +23.0% | -8.4% | +31.4% | +24.6% |
| 6M | +27.6% | -2.2% | +29.8% | +26.7% |
| YTD | +32.3% | +26.8% | +5.5% | +21.5% |
| 1Y | +20.1% | +46.5% | -26.4% | +6.2% |
| 3Y | +0.6% | +69.0% | -68.4% | -15.6% |
| 5Y | -42.3% | +138.8% | -181.1% | -57.3% |
| 10Y | +35.9% | +224.3% | -188.4% | -16.5% |
| All | +2,106.4% | +1,890.1% | +216.3% | +1,060.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling