-17.1%
SWKS vs TDG
+53.9%
-71.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.2% | +3.4% |
| 7D | +12.5% | -2.0% | +14.5% | +13.3% |
| 30D | +10.5% | -7.4% | +17.9% | +13.3% |
| 3M | -7.4% | -5.4% | -2.0% | -6.1% |
| 6M | +32.7% | -11.6% | +44.3% | +37.4% |
| YTD | +19.2% | -12.6% | +31.8% | +23.5% |
| 1Y | +2.4% | -9.3% | +11.7% | +3.8% |
| All | -17.1% | +53.9% | -71.0% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling