+50.8%
SWKS vs TT
+725.1%
-674.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.8% |
| 7D | +9.4% | +4.0% | +5.4% | +6.8% |
| 30D | +17.0% | -11.3% | +28.3% | +25.0% |
| 3M | +28.9% | -12.3% | +41.2% | +38.3% |
| 6M | +33.1% | -10.8% | +44.0% | +40.9% |
| YTD | +44.8% | +8.2% | +36.6% | +34.0% |
| 1Y | +36.2% | +1.5% | +34.7% | +31.1% |
| 3Y | +11.5% | +91.5% | -80.0% | -29.6% |
| 5Y | -37.1% | +130.2% | -167.3% | -66.0% |
| All | +50.8% | +725.1% | -674.3% | -66.0% |
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