-76.8%
TE vs SWK
-13.9%
-62.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -2.6% | -13.9% | -15.5% |
| 7D | -20.3% | +11.3% | -31.5% | -23.8% |
| 30D | -40.0% | +28.1% | -68.1% | -45.6% |
| 3M | -58.3% | +12.6% | -70.9% | -60.3% |
| 6M | -57.3% | +51.7% | -109.0% | -63.4% |
| YTD | -65.9% | +60.0% | -125.8% | -71.7% |
| 1Y | -44.3% | +72.7% | -116.9% | -55.0% |
| 3Y | -36.0% | +46.3% | -82.3% | -45.7% |
| 5Y | -80.1% | -24.6% | -55.5% | -82.6% |
| All | -76.8% | -13.9% | -62.9% | -79.8% |
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