+218.0%
TECK vs SWK
+21.9%
+196.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.7% |
| 7D | -1.2% | -2.3% | +1.1% | +0.2% |
| 30D | -5.7% | +30.4% | -36.2% | -18.8% |
| 3M | -3.6% | +12.1% | -15.7% | -10.0% |
| 6M | -2.2% | +49.1% | -51.3% | -22.3% |
| YTD | +33.6% | +60.4% | -26.9% | +0.8% |
| 1Y | +49.0% | +78.3% | -29.3% | +5.8% |
| 3Y | +85.4% | +53.3% | +32.1% | +35.1% |
| 5Y | +138.5% | -27.0% | +165.5% | +159.0% |
| 10Y | +218.0% | +20.8% | +197.1% | +106.9% |
| All | +218.0% | +21.9% | +196.1% | +106.9% |
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