+2,518.5%
TSLA vs SWK
+2.4%
+2,516.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.3% |
| 7D | +1.5% | -0.4% | +2.0% | +1.7% |
| 30D | +10.1% | -5.7% | +15.8% | +13.0% |
| 3M | -15.4% | +24.1% | -39.5% | -23.5% |
| 6M | -12.8% | +24.7% | -37.5% | -22.0% |
| YTD | -21.3% | +33.9% | -55.2% | -32.4% |
| 1Y | +4.6% | +34.7% | -30.1% | -11.1% |
| 3Y | +44.5% | +15.3% | +29.2% | +26.0% |
| 5Y | +44.8% | -39.3% | +84.1% | +63.2% |
| All | +2,518.5% | +2.4% | +2,516.1% | +2,092.9% |
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