-15.0%
SWKS vs TEM
+90.1%
-105.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.0% | -6.8% | +0.2% |
| 7D | -6.2% | +5.3% | -11.5% | -6.9% |
| 30D | -1.5% | +8.1% | -9.6% | -2.7% |
| 3M | +23.0% | +64.9% | -41.9% | +13.8% |
| 6M | +27.6% | +42.1% | -14.5% | +19.4% |
| YTD | +32.3% | +28.8% | +3.5% | +24.4% |
| 1Y | +20.1% | +5.5% | +14.6% | +15.7% |
| All | -15.0% | +90.1% | -105.1% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling