-17.3%
TEM vs SWK
+37.3%
-54.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +0.9% | -0.4% | +1.4% | +1.1% |
| 30D | +38.4% | -5.7% | +44.1% | +42.3% |
| 3M | +23.7% | +24.1% | -0.4% | +13.9% |
| 6M | +26.0% | +24.7% | +1.3% | +15.9% |
| YTD | +9.4% | +33.9% | -24.5% | -3.2% |
| 1Y | -17.3% | +34.7% | -52.0% | -25.1% |
| All | -17.3% | +37.3% | -54.6% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling