-76.0%
TE vs SWK
-14.2%
-61.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -12.6% | +11.0% | -23.6% | -16.3% |
| 30D | -36.7% | +30.1% | -66.8% | -43.0% |
| 3M | -57.5% | +14.7% | -72.1% | -59.8% |
| 6M | -55.2% | +44.5% | -99.7% | -60.9% |
| YTD | -64.7% | +59.4% | -124.1% | -70.7% |
| 1Y | -35.9% | +77.5% | -113.4% | -48.9% |
| 3Y | -31.8% | +49.5% | -81.3% | -42.5% |
| 5Y | -79.4% | -24.9% | -54.5% | -82.0% |
| All | -76.0% | -14.2% | -61.7% | -79.0% |
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