-10.7%
TEL vs SWK
+79.5%
-90.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.8% | +4.6% |
| 7D | +0.6% | +10.7% | -10.1% | -3.3% |
| 30D | +0.2% | +33.3% | -33.1% | -10.9% |
| 3M | +1.5% | +14.7% | -13.2% | -3.9% |
| 6M | +6.9% | +48.5% | -41.6% | -10.1% |
| YTD | -2.8% | +63.9% | -66.7% | -23.0% |
| All | -10.7% | +79.5% | -90.3% | -31.5% |
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