-41.9%
SWKS vs TDY
+46.0%
-87.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -2.1% |
| 7D | -2.7% | -2.5% | -0.2% | -1.2% |
| 30D | +8.5% | +4.8% | +3.7% | +4.4% |
| 3M | +17.3% | -6.9% | +24.2% | +23.0% |
| 6M | +25.1% | +3.5% | +21.6% | +21.6% |
| YTD | +33.3% | +26.0% | +7.4% | +9.5% |
| 1Y | +22.9% | +25.4% | -2.5% | +1.2% |
| 3Y | +5.5% | +70.9% | -65.4% | -33.2% |
| 5Y | -41.9% | +46.6% | -88.4% | -59.2% |
| All | -41.9% | +46.0% | -87.9% | -59.2% |
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