+18.9%
SWKS vs TD
+61.0%
-42.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.7% | -4.2% |
| 7D | -4.9% | +1.4% | -6.3% | -5.6% |
| 30D | -1.2% | +10.2% | -11.4% | -6.0% |
| 3M | +24.2% | +8.1% | +16.0% | +19.0% |
| 6M | +21.5% | +22.3% | -0.8% | +8.3% |
| YTD | +33.5% | +39.0% | -5.6% | +9.0% |
| 1Y | +18.9% | +62.6% | -43.7% | -17.1% |
| All | +18.9% | +61.0% | -42.1% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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