-36.5%
SWKS vs TEL
+42.2%
-78.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | +9.4% | +4.5% | +4.9% | +5.7% |
| 30D | +17.0% | +2.9% | +14.1% | +13.7% |
| 3M | +28.9% | +1.1% | +27.8% | +26.1% |
| 6M | +33.1% | +5.0% | +28.1% | +26.4% |
| YTD | +44.8% | -3.9% | +48.7% | +41.0% |
| 1Y | +36.2% | -7.4% | +43.7% | +36.5% |
| 3Y | +11.5% | +81.0% | -69.5% | -42.8% |
| All | -36.5% | +42.2% | -78.7% | -62.0% |
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