+188.8%
SWKS vs TDY
+7,137.3%
-6,948.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.1% | +3.3% |
| 7D | +12.5% | -1.8% | +14.3% | +13.4% |
| 30D | +10.5% | -10.7% | +21.2% | +16.4% |
| 3M | -7.4% | -1.3% | -6.1% | -6.8% |
| 6M | +32.7% | -10.6% | +43.2% | +39.7% |
| YTD | +19.2% | +19.6% | -0.4% | +9.1% |
| 1Y | +2.4% | +11.6% | -9.3% | -3.3% |
| 3Y | -25.6% | +45.2% | -70.8% | -37.8% |
| 5Y | -53.4% | +36.1% | -89.5% | -59.7% |
| 10Y | +23.2% | +458.8% | -435.7% | -44.3% |
| All | +188.8% | +7,137.3% | -6,948.5% | -33.1% |
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