-14.5%
SWKS vs TEM
+101.4%
-115.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.4% |
| 7D | -3.1% | +3.5% | -6.7% | -3.7% |
| 30D | +8.3% | +13.5% | -5.2% | +6.2% |
| 3M | +20.2% | +46.3% | -26.0% | +13.0% |
| 6M | +24.9% | +61.5% | -36.6% | +15.0% |
| YTD | +33.2% | +36.4% | -3.2% | +24.2% |
| 1Y | +23.6% | +12.2% | +11.4% | +18.0% |
| All | -14.5% | +101.4% | -115.8% | -28.2% |
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