+23.6%
SWKS vs TT
-2.5%
+26.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -3.1% | +0.8% | -4.0% | -3.4% |
| 30D | +8.3% | -11.8% | +20.1% | +12.5% |
| 3M | +20.2% | -11.6% | +31.8% | +24.7% |
| 6M | +24.9% | -9.3% | +34.2% | +28.2% |
| YTD | +33.2% | +8.9% | +24.3% | +29.4% |
| 1Y | +23.6% | -2.2% | +25.8% | +29.3% |
| All | +23.6% | -2.5% | +26.0% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling