+30.5%
SWKS vs TT
+744.7%
-714.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | +0.6% |
| 7D | -9.2% | -9.0% | -0.2% | -4.0% |
| 30D | -1.9% | -17.6% | +15.7% | +9.5% |
| 3M | +21.2% | -18.7% | +39.9% | +36.2% |
| 6M | +12.9% | -17.4% | +30.3% | +25.0% |
| YTD | +30.7% | +1.5% | +29.2% | +25.8% |
| 1Y | +14.1% | -9.4% | +23.5% | +17.9% |
| 3Y | -1.7% | +85.1% | -86.8% | -36.6% |
| 5Y | -43.0% | +125.7% | -168.7% | -68.8% |
| All | +30.5% | +744.7% | -714.1% | -67.8% |
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