-53.0%
SWKS vs TD
+124.9%
-178.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.5% |
| 7D | +12.5% | +0.3% | +12.2% | +12.2% |
| 30D | +10.5% | +0.4% | +10.1% | +10.0% |
| 3M | -7.4% | +7.6% | -15.0% | -12.6% |
| 6M | +32.7% | +25.0% | +7.7% | +11.7% |
| YTD | +19.2% | +31.0% | -11.8% | -3.2% |
| 1Y | +2.4% | +65.2% | -62.8% | -30.2% |
| 3Y | -25.6% | +122.5% | -148.1% | -59.9% |
| All | -53.0% | +124.9% | -178.0% | -73.8% |
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