+1,503.1%
SWKS vs TDG
+13,257.8%
-11,754.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.2% | +3.3% |
| 7D | +12.5% | -2.0% | +14.5% | +13.7% |
| 30D | +10.5% | -7.4% | +17.9% | +14.6% |
| 3M | -7.4% | -5.4% | -2.0% | -5.5% |
| 6M | +32.7% | -11.6% | +44.3% | +39.1% |
| YTD | +19.2% | -12.6% | +31.8% | +25.0% |
| 1Y | +2.4% | -9.3% | +11.7% | +4.9% |
| 3Y | -25.6% | +49.2% | -74.8% | -42.6% |
| 5Y | -53.4% | +132.1% | -185.6% | -71.8% |
| 10Y | +23.2% | +544.8% | -521.7% | -62.5% |
| All | +1,503.1% | +13,257.8% | -11,754.6% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling