+288.1%
TEL vs SWK
+26.9%
+261.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | +0.2% |
| 7D | -0.9% | +11.3% | -12.2% | -6.2% |
| 30D | -0.2% | +31.5% | -31.7% | -13.1% |
| 3M | +2.0% | +14.4% | -12.4% | -5.1% |
| 6M | +6.4% | +46.4% | -40.0% | -12.7% |
| YTD | -3.2% | +61.6% | -64.8% | -25.0% |
| 1Y | -11.2% | +78.7% | -89.9% | -34.6% |
| 3Y | +79.8% | +54.4% | +25.4% | +33.6% |
| 5Y | +46.6% | -25.3% | +71.9% | +54.8% |
| 10Y | +288.1% | +22.4% | +265.7% | +191.6% |
| All | +288.1% | +26.9% | +261.2% | +191.6% |
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