+100.1%
TEM vs SWK
+50.9%
+49.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -3.7% |
| 7D | +3.5% | +11.3% | -7.8% | -4.3% |
| 30D | +13.5% | +31.5% | -17.9% | -6.3% |
| 3M | +46.3% | +14.4% | +31.8% | +32.7% |
| 6M | +61.5% | +46.4% | +15.1% | +22.6% |
| YTD | +36.4% | +61.6% | -25.2% | -6.1% |
| 1Y | +12.2% | +78.7% | -66.5% | -29.1% |
| All | +100.1% | +50.9% | +49.2% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling