+32.4%
SWKS vs TT
+782.6%
-750.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | -2.0% |
| 7D | -2.7% | +1.7% | -4.5% | -3.9% |
| 30D | +8.5% | -11.8% | +20.3% | +16.3% |
| 3M | +17.3% | -12.6% | +29.9% | +26.1% |
| 6M | +25.1% | -9.4% | +34.5% | +31.2% |
| YTD | +33.3% | +8.8% | +24.5% | +23.0% |
| 1Y | +22.9% | -2.5% | +25.4% | +21.4% |
| 3Y | +5.5% | +95.7% | -90.1% | -34.2% |
| 5Y | -41.9% | +135.7% | -177.6% | -69.0% |
| 10Y | +32.4% | +750.6% | -718.2% | -69.4% |
| All | +32.4% | +782.6% | -750.2% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling