+46.0%
SWKS vs TD
+302.8%
-256.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.3% | +5.6% | +5.7% |
| 7D | +5.7% | -3.1% | +8.7% | +8.1% |
| 30D | +17.3% | +6.7% | +10.6% | +11.8% |
| 3M | +28.3% | +3.1% | +25.2% | +24.8% |
| 6M | +26.1% | +17.6% | +8.4% | +11.2% |
| YTD | +41.1% | +34.8% | +6.3% | +12.2% |
| 1Y | +31.4% | +55.6% | -24.2% | -6.2% |
| 3Y | +7.3% | +133.1% | -125.8% | -43.7% |
| 5Y | -37.7% | +104.7% | -142.4% | -64.2% |
| 10Y | +46.0% | +303.6% | -257.5% | -46.5% |
| All | +46.0% | +302.8% | -256.7% | -46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling