-25.2%
SWKS vs TT
+124.4%
-149.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.2% |
| 7D | +12.5% | -0.2% | +12.7% | +12.6% |
| 30D | +10.5% | -7.4% | +17.9% | +14.8% |
| 3M | -7.4% | -3.2% | -4.2% | -6.1% |
| 6M | +32.7% | +1.1% | +31.6% | +30.8% |
| YTD | +19.2% | +15.6% | +3.5% | +8.8% |
| 1Y | +2.4% | +9.2% | -6.8% | -3.6% |
| All | -25.2% | +124.4% | -149.7% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling