+21,479.5%
TSLA vs SWK
+241.6%
+21,237.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.6% | -8.2% | -9.6% |
| 7D | -14.8% | +11.3% | -26.0% | -19.4% |
| 30D | -9.7% | +28.1% | -37.8% | -20.3% |
| 3M | +6.9% | +12.6% | -5.7% | 0.0% |
| 6M | -11.7% | +51.7% | -63.4% | -28.5% |
| YTD | -23.6% | +60.0% | -83.5% | -40.6% |
| 1Y | -25.6% | +72.7% | -98.3% | -44.6% |
| 3Y | +56.3% | +46.3% | +9.9% | +20.3% |
| 5Y | -15.6% | -24.6% | +9.0% | -13.9% |
| 10Y | +2,605.4% | +32.2% | +2,573.1% | +1,762.2% |
| All | +21,479.5% | +241.6% | +21,237.9% | +8,915.6% |
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