-31.8%
TE vs SWK
+46.0%
-77.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | -12.6% | +11.0% | -23.6% | -18.6% |
| 30D | -36.7% | +30.1% | -66.8% | -46.7% |
| 3M | -57.5% | +14.7% | -72.1% | -61.2% |
| 6M | -55.2% | +44.5% | -99.7% | -64.3% |
| YTD | -64.7% | +59.4% | -124.1% | -74.3% |
| 1Y | -35.9% | +77.5% | -113.4% | -56.9% |
| 3Y | -31.8% | +49.5% | -81.3% | -53.4% |
| All | -31.8% | +46.0% | -77.8% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling