+20.1%
SWKS vs TEM
-5.3%
+25.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.0% | -6.8% | +0.1% |
| 7D | -6.2% | +5.3% | -11.5% | -6.9% |
| 30D | -1.5% | +8.1% | -9.6% | -2.8% |
| 3M | +23.0% | +64.9% | -41.9% | +12.6% |
| 6M | +27.6% | +42.1% | -14.5% | +18.5% |
| YTD | +32.3% | +28.8% | +3.5% | +22.0% |
| 1Y | +20.1% | +5.5% | +14.6% | +18.1% |
| All | +20.1% | -5.3% | +25.4% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling