-51.2%
SWKS vs TDY
+36.7%
-87.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.5% |
| 7D | +11.8% | -0.9% | +12.7% | +12.5% |
| 30D | +6.7% | -12.5% | +19.2% | +17.5% |
| 3M | 0.0% | -1.2% | +1.2% | +0.7% |
| 6M | +38.7% | -6.6% | +45.3% | +45.3% |
| YTD | +21.4% | +18.5% | +2.9% | +4.9% |
| 1Y | +2.9% | +10.8% | -7.9% | -6.5% |
| 3Y | -16.4% | +47.5% | -63.9% | -40.0% |
| 5Y | -51.2% | +35.8% | -87.0% | -64.4% |
| All | -51.2% | +36.7% | -87.8% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling