-41.9%
SWKS vs TDG
+117.1%
-159.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.1% |
| 7D | -2.7% | +0.4% | -3.2% | -3.0% |
| 30D | +8.5% | +10.0% | -1.5% | +3.1% |
| 3M | +17.3% | -0.5% | +17.8% | +17.1% |
| 6M | +25.1% | +0.3% | +24.8% | +23.3% |
| YTD | +33.3% | -8.3% | +41.7% | +36.3% |
| 1Y | +22.9% | -5.1% | +28.0% | +22.8% |
| 3Y | +5.5% | +46.5% | -41.0% | -24.5% |
| 5Y | -41.9% | +114.1% | -156.0% | -70.6% |
| All | -41.9% | +117.1% | -159.0% | -70.6% |
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