-51.2%
SWKS vs TDG
+132.8%
-183.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.6% |
| 7D | +11.8% | -0.9% | +12.7% | +12.3% |
| 30D | +6.7% | -6.5% | +13.3% | +10.3% |
| 3M | 0.0% | -5.1% | +5.1% | +1.9% |
| 6M | +38.7% | -11.5% | +50.3% | +45.3% |
| YTD | +21.4% | -13.9% | +35.2% | +28.3% |
| 1Y | +2.9% | -11.5% | +14.4% | +6.5% |
| 3Y | -16.4% | +53.7% | -70.1% | -41.6% |
| 5Y | -51.2% | +135.5% | -186.7% | -74.6% |
| All | -51.2% | +132.8% | -183.9% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling