+724.3%
TEL vs SWK
+216.3%
+508.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -0.4% | -2.3% | +1.9% | +1.0% |
| 30D | +1.0% | +30.4% | -29.4% | -13.4% |
| 3M | +0.7% | +12.1% | -11.4% | -6.4% |
| 6M | +7.3% | +49.1% | -41.8% | -15.4% |
| YTD | -2.5% | +60.4% | -63.0% | -27.1% |
| 1Y | -10.3% | +78.3% | -88.6% | -36.9% |
| 3Y | +81.1% | +53.3% | +27.8% | +28.7% |
| 5Y | +45.3% | -27.0% | +72.2% | +51.9% |
| 10Y | +290.3% | +20.8% | +269.5% | +171.7% |
| All | +724.3% | +216.3% | +508.0% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling