-14.4%
SWKS vs TEM
+111.1%
-125.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.0% | -10.3% | -0.6% |
| 7D | -2.7% | +7.6% | -10.3% | -3.8% |
| 30D | +8.5% | +19.0% | -10.6% | +5.8% |
| 3M | +17.3% | +62.2% | -44.9% | +8.7% |
| 6M | +25.1% | +69.4% | -44.2% | +14.5% |
| YTD | +33.3% | +43.0% | -9.7% | +23.6% |
| 1Y | +22.9% | +18.0% | +4.9% | +16.6% |
| All | -14.4% | +111.1% | -125.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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