+71.9%
TEL vs SWK
+46.0%
+25.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.8% | +11.0% | -13.9% | -6.7% |
| 30D | -4.1% | +30.1% | -34.1% | -13.3% |
| 3M | -3.4% | +14.7% | -18.0% | -8.6% |
| 6M | -3.5% | +44.5% | -48.0% | -16.6% |
| YTD | -8.0% | +59.4% | -67.4% | -23.8% |
| 1Y | -13.7% | +77.5% | -91.2% | -31.3% |
| 3Y | +71.9% | +49.5% | +22.5% | +35.7% |
| All | +71.9% | +46.0% | +25.9% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling