+51.0%
SWKS vs TD
+300.1%
-249.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.0% |
| 7D | +10.9% | +0.6% | +10.3% | +10.4% |
| 30D | +17.6% | +5.0% | +12.6% | +13.3% |
| 3M | +29.2% | +1.1% | +28.1% | +27.5% |
| 6M | +37.0% | +16.5% | +20.5% | +21.8% |
| YTD | +44.9% | +34.3% | +10.7% | +15.5% |
| 1Y | +33.8% | +52.9% | -19.1% | -3.3% |
| 3Y | +10.2% | +132.2% | -122.0% | -42.0% |
| 5Y | -37.0% | +101.9% | -138.9% | -63.5% |
| All | +51.0% | +300.1% | -249.2% | -46.7% |
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