+5.3%
SWKS vs TDG
-12.7%
+18.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.7% |
| 7D | +6.8% | -2.4% | +9.2% | +7.0% |
| 30D | +11.3% | -8.0% | +19.3% | +12.2% |
| 3M | +4.1% | -10.5% | +14.5% | +5.1% |
| 6M | +39.7% | -11.9% | +51.6% | +40.3% |
| YTD | +23.2% | -15.4% | +38.6% | +24.5% |
| 1Y | +5.3% | -14.2% | +19.5% | +5.0% |
| All | +5.3% | -12.7% | +18.0% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling