+201.8%
TECK vs SWK
+17.8%
+184.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.6% | -2.7% |
| 7D | +2.1% | -2.0% | +4.1% | +3.3% |
| 30D | -8.9% | +24.6% | -33.5% | -19.6% |
| 3M | -7.1% | +10.8% | -17.9% | -12.6% |
| 6M | -7.0% | +46.1% | -53.1% | -25.2% |
| YTD | +28.3% | +56.8% | -28.5% | -1.9% |
| 1Y | +40.6% | +72.7% | -32.2% | +1.5% |
| 3Y | +78.2% | +49.9% | +28.3% | +31.4% |
| 5Y | +129.5% | -30.9% | +160.4% | +158.7% |
| All | +201.8% | +17.8% | +184.0% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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