-8.6%
TEL vs SWK
+87.6%
-96.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +13.1% | -12.9% | -4.6% |
| 7D | -0.5% | +17.9% | -18.4% | -6.8% |
| 30D | +0.6% | +31.9% | -31.4% | -10.3% |
| 3M | +2.0% | +16.6% | -14.6% | -4.2% |
| 6M | +8.1% | +61.1% | -53.0% | -12.5% |
| YTD | -2.2% | +64.2% | -66.4% | -22.7% |
| 1Y | -8.6% | +85.2% | -93.8% | -31.2% |
| All | -8.6% | +87.6% | -96.2% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling