+222.7%
SWKS vs TDY
+7,557.8%
-7,335.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | -3.1% | -2.6% | -0.5% | -2.1% |
| 30D | +8.3% | +5.3% | +3.0% | +5.5% |
| 3M | +20.2% | -6.4% | +26.6% | +23.6% |
| 6M | +24.9% | +4.0% | +20.9% | +22.7% |
| YTD | +33.2% | +26.5% | +6.6% | +18.4% |
| 1Y | +23.6% | +24.2% | -0.6% | +10.8% |
| 3Y | +1.3% | +68.8% | -67.5% | -21.3% |
| 5Y | -40.6% | +45.9% | -86.4% | -50.3% |
| 10Y | +35.3% | +451.1% | -415.8% | -38.6% |
| All | +222.7% | +7,557.8% | -7,335.1% | -27.3% |
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