-80.8%
TE vs SWK
-26.0%
-54.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.3% |
| 7D | -22.0% | -2.3% | -19.7% | -20.8% |
| 30D | -33.6% | +30.4% | -64.1% | -43.7% |
| 3M | -61.1% | +12.1% | -73.2% | -63.9% |
| 6M | -64.7% | +49.1% | -113.8% | -72.1% |
| YTD | -68.1% | +60.4% | -128.6% | -76.5% |
| 1Y | -51.7% | +78.3% | -130.0% | -66.7% |
| 3Y | +42.0% | +53.3% | -11.3% | +4.7% |
| 5Y | -80.8% | -27.0% | -53.9% | -81.5% |
| All | -80.8% | -26.0% | -54.8% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling