-53.2%
TE vs SWK
-27.9%
-25.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -4.0% | -0.4% | -3.5% | -3.8% |
| 30D | -15.9% | -5.7% | -10.2% | -13.9% |
| 3M | -60.5% | +24.1% | -84.6% | -63.4% |
| 6M | -35.2% | +24.7% | -59.9% | -40.3% |
| YTD | -31.1% | +33.9% | -65.1% | -38.6% |
| 1Y | +148.6% | +34.7% | +114.0% | +120.3% |
| 3Y | -26.4% | +15.3% | -41.7% | -32.0% |
| 5Y | -48.0% | -39.3% | -8.7% | -51.0% |
| All | -53.2% | -27.9% | -25.2% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling