-11.6%
SWKS vs TE
-79.9%
+68.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.5% | +10.2% | +3.5% |
| 7D | +10.9% | -13.6% | +24.5% | +12.5% |
| 30D | +17.6% | -37.7% | +55.3% | +22.8% |
| 3M | +29.2% | -59.8% | +89.0% | +40.7% |
| 6M | +37.0% | -66.3% | +103.3% | +49.1% |
| YTD | +44.9% | -70.5% | +115.4% | +55.7% |
| 1Y | +33.8% | -48.8% | +82.6% | +33.7% |
| 3Y | +10.2% | +31.3% | -21.1% | -16.6% |
| 5Y | -37.0% | -82.0% | +45.0% | -37.9% |
| All | -11.6% | -79.9% | +68.2% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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