+195.2%
TECK vs SWK
-38.7%
+233.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +4.6% | -5.7% | +10.3% | +7.0% |
| 3M | +2.8% | +24.1% | -21.2% | -5.8% |
| 6M | +24.9% | +24.7% | +0.2% | +14.0% |
| YTD | +44.7% | +33.9% | +10.8% | +28.0% |
| 1Y | +112.0% | +34.7% | +77.3% | +85.8% |
| 3Y | +67.6% | +15.3% | +52.3% | +50.1% |
| All | +195.2% | -38.7% | +233.9% | +189.0% |
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