+93.3%
TECK vs SWK
+53.9%
+39.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.8% | +4.1% | +5.6% |
| 7D | +3.1% | +10.7% | -7.6% | -1.8% |
| 30D | -5.0% | +33.3% | -38.3% | -17.1% |
| 3M | -2.6% | +14.7% | -17.2% | -8.9% |
| 6M | 0.0% | +48.5% | -48.6% | -17.5% |
| YTD | +35.6% | +63.9% | -28.2% | +5.9% |
| 1Y | +58.1% | +80.4% | -22.3% | +17.8% |
| 3Y | +93.3% | +58.1% | +35.2% | +48.7% |
| All | +93.3% | +53.9% | +39.5% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling