-79.9%
TE vs SWK
-15.6%
-64.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.2% | -5.3% | -6.7% |
| 7D | -13.6% | -2.0% | -11.6% | -12.9% |
| 30D | -37.7% | +24.6% | -62.3% | -42.9% |
| 3M | -59.8% | +10.8% | -70.6% | -61.5% |
| 6M | -66.3% | +46.1% | -112.4% | -70.7% |
| YTD | -70.5% | +56.8% | -127.3% | -75.4% |
| 1Y | -48.8% | +72.7% | -121.6% | -58.7% |
| 3Y | +31.3% | +49.9% | -18.5% | +10.8% |
| 5Y | -82.0% | -30.9% | -51.1% | -84.1% |
| All | -79.9% | -15.6% | -64.4% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling