+132.9%
TECK vs SWK
-25.5%
+158.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -0.2% | +11.0% | -11.3% | -4.4% |
| 30D | -7.5% | +30.1% | -37.6% | -17.0% |
| 3M | -8.4% | +14.7% | -23.1% | -13.7% |
| 6M | -2.2% | +44.5% | -46.7% | -16.1% |
| YTD | +26.8% | +59.4% | -32.6% | +4.0% |
| 1Y | +46.5% | +77.5% | -31.0% | +15.1% |
| 3Y | +69.0% | +49.5% | +19.6% | +37.0% |
| All | +132.9% | -25.5% | +158.4% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling