-23.5%
SWKS vs TEM
+61.6%
-85.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +12.5% | +0.9% | +11.6% | +12.4% |
| 30D | +10.5% | +38.4% | -27.9% | +5.3% |
| 3M | -7.4% | +23.7% | -31.0% | -10.9% |
| 6M | +32.7% | +26.0% | +6.7% | +26.5% |
| YTD | +19.2% | +9.4% | +9.7% | +15.2% |
| 1Y | +2.4% | -17.3% | +19.7% | +2.0% |
| All | -23.5% | +61.6% | -85.0% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling