-16.4%
SWKS vs TDY
+47.5%
-63.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.4% |
| 7D | +11.8% | -0.9% | +12.7% | +12.4% |
| 30D | +6.7% | -12.5% | +19.2% | +16.6% |
| 3M | 0.0% | -1.2% | +1.2% | +0.7% |
| 6M | +38.7% | -6.6% | +45.3% | +44.6% |
| YTD | +21.4% | +18.5% | +2.9% | +6.1% |
| 1Y | +2.9% | +10.8% | -7.9% | -5.7% |
| 3Y | -16.4% | +47.5% | -63.9% | -38.9% |
| All | -16.4% | +47.5% | -63.9% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling