-19.7%
TSLA vs SWK
+71.2%
-90.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | -10.4% | +11.0% | -21.4% | -12.5% |
| 30D | -5.2% | +30.1% | -35.2% | -11.3% |
| 3M | +12.1% | +14.7% | -2.5% | +8.5% |
| 6M | -10.2% | +44.5% | -54.7% | -18.1% |
| YTD | -20.3% | +59.4% | -79.7% | -27.9% |
| 1Y | -19.7% | +77.5% | -97.2% | -28.6% |
| All | -19.7% | +71.2% | -90.8% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling