+66.5%
TEL vs SWK
+15.2%
+51.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | -3.9% | -5.7% | +1.8% | -1.9% |
| 3M | -5.1% | +24.1% | -29.2% | -12.8% |
| 6M | +0.6% | +24.7% | -24.1% | -8.1% |
| YTD | -7.3% | +33.9% | -41.2% | -17.7% |
| 1Y | +1.1% | +34.7% | -33.5% | -10.8% |
| All | +66.5% | +15.2% | +51.3% | +46.4% |
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