+31.0%
SWKS vs TEL
+287.3%
-256.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +3.3% |
| 7D | +11.8% | -1.4% | +13.3% | +12.8% |
| 30D | +6.7% | -4.9% | +11.6% | +10.3% |
| 3M | 0.0% | +0.1% | -0.1% | -0.8% |
| 6M | +38.7% | +0.4% | +38.4% | +33.1% |
| YTD | +21.4% | -8.9% | +30.3% | +24.3% |
| 1Y | +2.9% | -0.3% | +3.2% | -3.4% |
| 3Y | -16.4% | +67.6% | -84.0% | -51.3% |
| 5Y | -51.2% | +50.7% | -101.8% | -68.9% |
| 10Y | +31.0% | +288.6% | -257.6% | -64.8% |
| All | +31.0% | +287.3% | -256.3% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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