+88.9%
TEM vs SWK
+48.8%
+40.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.3% | +8.2% |
| 7D | +5.3% | +11.0% | -5.7% | -2.6% |
| 30D | +8.1% | +30.1% | -22.0% | -10.4% |
| 3M | +64.9% | +14.7% | +50.2% | +49.2% |
| 6M | +42.1% | +44.5% | -2.3% | +8.7% |
| YTD | +28.8% | +59.4% | -30.6% | -10.7% |
| 1Y | +5.5% | +77.5% | -72.0% | -33.3% |
| All | +88.9% | +48.8% | +40.1% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling