+675.2%
TEL vs SWK
+215.3%
+459.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.6% | -3.7% | -4.9% |
| 7D | -7.4% | +11.3% | -18.6% | -13.2% |
| 30D | -6.0% | +28.1% | -34.1% | -18.6% |
| 3M | -5.0% | +12.6% | -17.6% | -11.9% |
| 6M | +0.5% | +51.7% | -51.2% | -21.6% |
| YTD | -8.3% | +60.0% | -68.3% | -31.3% |
| 1Y | -16.2% | +72.7% | -88.9% | -40.0% |
| 3Y | +71.6% | +46.3% | +25.2% | +25.2% |
| 5Y | +40.4% | -24.6% | +65.1% | +43.9% |
| 10Y | +292.1% | +32.2% | +259.9% | +157.1% |
| All | +675.2% | +215.3% | +459.9% | +107.8% |
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