+280.7%
TEL vs SWK
+29.6%
+251.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -2.8% | +11.0% | -13.9% | -8.0% |
| 30D | -4.1% | +30.1% | -34.1% | -16.0% |
| 3M | -3.4% | +14.7% | -18.0% | -10.3% |
| 6M | -3.5% | +44.5% | -48.0% | -20.3% |
| YTD | -8.0% | +59.4% | -67.4% | -28.3% |
| 1Y | -13.7% | +77.5% | -91.2% | -36.3% |
| 3Y | +71.9% | +49.5% | +22.5% | +29.9% |
| 5Y | +40.9% | -24.9% | +65.8% | +48.0% |
| All | +280.7% | +29.6% | +251.1% | +183.3% |
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