-19.3%
SWKS vs TE
-75.9%
+56.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.8% |
| 7D | -6.2% | -12.6% | +6.4% | -5.0% |
| 30D | -1.5% | -36.7% | +35.2% | +2.8% |
| 3M | +23.0% | -57.5% | +80.4% | +33.1% |
| 6M | +27.6% | -55.2% | +82.8% | +34.8% |
| YTD | +32.3% | -64.7% | +97.0% | +39.6% |
| 1Y | +20.1% | -35.9% | +56.0% | +16.9% |
| 3Y | +0.6% | -31.8% | +32.4% | -15.6% |
| 5Y | -42.3% | -79.4% | +37.1% | -43.8% |
| All | -19.3% | -75.9% | +56.6% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling