-43.6%
SWKS vs TEL
+39.9%
-83.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -6.2% | -2.8% | -3.3% | -4.4% |
| 30D | -1.5% | -4.1% | +2.6% | +1.0% |
| 3M | +23.0% | -3.4% | +26.3% | +24.6% |
| 6M | +27.6% | -3.5% | +31.1% | +28.8% |
| YTD | +32.3% | -8.0% | +40.3% | +33.4% |
| 1Y | +20.1% | -13.7% | +33.8% | +27.5% |
| 3Y | +0.6% | +71.9% | -71.3% | -46.0% |
| All | -43.6% | +39.9% | -83.4% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling