+40.2%
SWKS vs TDG
+540.1%
-499.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.5% |
| 7D | +11.8% | -0.9% | +12.7% | +12.2% |
| 30D | +6.7% | -6.5% | +13.3% | +9.8% |
| 3M | 0.0% | -5.1% | +5.1% | +1.7% |
| 6M | +38.7% | -11.5% | +50.3% | +44.4% |
| YTD | +21.4% | -13.9% | +35.2% | +27.3% |
| 1Y | +2.9% | -11.5% | +14.4% | +6.2% |
| 3Y | -16.4% | +53.7% | -70.1% | -33.9% |
| 5Y | -51.2% | +135.5% | -186.7% | -68.1% |
| All | +40.2% | +540.1% | -499.9% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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