+60.5%
TEM vs SWK
+25.1%
+35.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | +0.9% | -0.4% | +1.4% | +1.2% |
| 30D | +38.4% | -5.7% | +44.1% | +44.7% |
| 3M | +23.7% | +24.1% | -0.4% | +6.2% |
| 6M | +26.0% | +24.7% | +1.3% | +6.3% |
| YTD | +9.4% | +33.9% | -24.5% | -13.5% |
| 1Y | -17.3% | +34.7% | -52.0% | -35.5% |
| All | +60.5% | +25.1% | +35.5% | +17.5% |
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