-25.8%
TE vs SWK
+87.6%
-113.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +13.1% | -16.6% | -8.9% |
| 7D | +3.8% | +17.9% | -14.1% | -4.2% |
| 30D | -26.2% | +31.9% | -58.2% | -36.0% |
| 3M | -49.7% | +16.6% | -66.3% | -53.3% |
| 6M | -46.5% | +61.1% | -107.6% | -56.1% |
| YTD | -59.1% | +64.2% | -123.3% | -67.8% |
| 1Y | -25.8% | +85.2% | -111.0% | -49.1% |
| All | -25.8% | +87.6% | -113.4% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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