+2,973.5%
TSLA vs SWK
+26.9%
+2,946.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | -4.7% | +11.3% | -16.0% | -9.7% |
| 30D | -0.8% | +31.5% | -32.2% | -13.0% |
| 3M | +14.8% | +14.4% | +0.3% | +7.0% |
| 6M | -11.3% | +46.4% | -57.8% | -26.4% |
| YTD | -15.6% | +61.6% | -77.1% | -34.0% |
| 1Y | -14.7% | +78.7% | -93.4% | -36.7% |
| 3Y | +76.9% | +54.4% | +22.5% | +33.9% |
| 5Y | +6.7% | -25.3% | +32.0% | +9.1% |
| 10Y | +2,973.5% | +22.4% | +2,951.1% | +2,181.3% |
| All | +2,973.5% | +26.9% | +2,946.6% | +2,181.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling