+535.2%
TDG vs SWK
+0.7%
+534.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.4% | -0.2% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -6.5% | -8.9% | +2.4% | -2.6% |
| 3M | -5.1% | +20.5% | -25.6% | -13.2% |
| 6M | -11.5% | +27.1% | -38.6% | -21.6% |
| YTD | -13.9% | +30.2% | -44.1% | -25.1% |
| 1Y | -11.5% | +24.8% | -36.2% | -22.2% |
| 3Y | +53.7% | +16.3% | +37.4% | +28.9% |
| 5Y | +135.5% | -40.1% | +175.6% | +177.4% |
| 10Y | +535.2% | +0.8% | +534.4% | +416.2% |
| All | +535.2% | +0.7% | +534.5% | +416.2% |
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