+42.3%
SWKS vs TDY
+455.3%
-413.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +2.6% |
| 7D | +6.8% | -1.8% | +8.6% | +8.0% |
| 30D | +11.3% | -13.8% | +25.0% | +22.0% |
| 3M | +4.1% | -3.9% | +7.9% | +6.6% |
| 6M | +39.7% | -9.0% | +48.7% | +47.9% |
| YTD | +23.2% | +16.5% | +6.7% | +10.6% |
| 1Y | +5.3% | +9.3% | -4.0% | -1.7% |
| 3Y | -15.1% | +45.1% | -60.2% | -34.1% |
| 5Y | -50.3% | +35.0% | -85.3% | -59.8% |
| 10Y | +42.3% | +469.0% | -426.7% | -42.0% |
| All | +42.3% | +455.3% | -413.0% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling