+555.9%
TDG vs SWK
+32.9%
+523.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.6% |
| 7D | +0.4% | +10.7% | -10.2% | -4.4% |
| 30D | +10.0% | +33.3% | -23.3% | -3.6% |
| 3M | -0.5% | +14.7% | -15.2% | -7.0% |
| 6M | +0.3% | +48.5% | -48.2% | -17.0% |
| YTD | -8.3% | +63.9% | -72.2% | -28.5% |
| 1Y | -5.1% | +80.4% | -85.5% | -29.5% |
| 3Y | +46.5% | +58.1% | -11.6% | +6.1% |
| 5Y | +114.1% | -24.5% | +138.6% | +127.2% |
| 10Y | +555.9% | +29.5% | +526.4% | +365.3% |
| All | +555.9% | +32.9% | +523.0% | +365.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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