+223.2%
SWKS vs TDY
+7,524.8%
-7,301.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -1.1% |
| 7D | -2.7% | -2.5% | -0.2% | -1.8% |
| 30D | +8.5% | +4.8% | +3.7% | +5.9% |
| 3M | +17.3% | -6.9% | +24.2% | +20.9% |
| 6M | +25.1% | +3.5% | +21.6% | +23.2% |
| YTD | +33.3% | +26.0% | +7.4% | +18.8% |
| 1Y | +22.9% | +25.4% | -2.5% | +9.7% |
| 3Y | +5.5% | +70.9% | -65.4% | -18.4% |
| 5Y | -41.9% | +46.6% | -88.4% | -51.5% |
| 10Y | +32.4% | +468.9% | -436.4% | -40.7% |
| All | +223.2% | +7,524.8% | -7,301.6% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling