+75.0%
TEM vs SWK
+49.4%
+25.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.6% | -4.3% | -5.2% |
| 7D | -9.5% | +11.3% | -20.8% | -16.4% |
| 30D | -2.2% | +28.1% | -30.2% | -18.0% |
| 3M | +50.8% | +12.6% | +38.2% | +38.2% |
| 6M | +30.3% | +51.7% | -21.5% | -3.9% |
| YTD | +19.3% | +60.0% | -40.7% | -17.4% |
| 1Y | -14.4% | +72.7% | -87.1% | -44.4% |
| All | +75.0% | +49.4% | +25.6% | +12.2% |
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 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