-36.5%
SWKS vs TD
+101.4%
-137.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.4% | +1.1% | +8.3% | +8.6% |
| 30D | +17.0% | +5.2% | +11.8% | +12.6% |
| 3M | +28.9% | +1.2% | +27.7% | +27.2% |
| 6M | +33.1% | +17.7% | +15.4% | +17.3% |
| YTD | +44.8% | +34.2% | +10.6% | +15.1% |
| 1Y | +36.2% | +55.4% | -19.2% | -3.3% |
| 3Y | +11.5% | +130.4% | -118.9% | -41.8% |
| All | -36.5% | +101.4% | -137.9% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling