-76.7%
TE vs SWK
-11.8%
-64.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -4.0% |
| 7D | -10.5% | +10.7% | -21.2% | -14.2% |
| 30D | -32.4% | +33.3% | -65.8% | -39.7% |
| 3M | -60.9% | +14.7% | -75.5% | -63.0% |
| 6M | -62.8% | +48.5% | -111.3% | -67.9% |
| YTD | -65.7% | +63.9% | -129.6% | -71.8% |
| 1Y | -39.9% | +80.4% | -120.3% | -52.4% |
| 3Y | +10.6% | +58.1% | -47.5% | -8.5% |
| 5Y | -79.7% | -24.5% | -55.2% | -82.3% |
| All | -76.7% | -11.8% | -64.9% | -79.9% |
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