-10.5%
TEM vs SWK
+87.6%
-98.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +13.1% | -15.9% | -7.7% |
| 7D | -1.3% | +17.9% | -19.2% | -7.8% |
| 30D | -9.5% | +31.9% | -41.5% | -19.6% |
| 3M | +60.7% | +16.6% | +44.1% | +51.2% |
| 6M | +35.5% | +61.1% | -25.6% | +11.9% |
| YTD | +28.0% | +64.2% | -36.2% | +1.9% |
| 1Y | -10.5% | +85.2% | -95.7% | -35.2% |
| All | -10.5% | +87.6% | -98.1% | -35.2% |
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