+57.6%
TDG vs SWK
+46.0%
+11.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | +4.4% | +11.0% | -6.7% | +2.2% |
| 30D | +9.2% | +30.1% | -20.9% | +3.7% |
| 3M | -5.2% | +14.7% | -19.8% | -7.8% |
| 6M | -2.9% | +44.5% | -47.4% | -9.8% |
| YTD | -10.0% | +59.4% | -69.4% | -18.1% |
| 1Y | -5.9% | +77.5% | -83.4% | -15.9% |
| 3Y | +57.6% | +49.5% | +8.1% | +44.8% |
| All | +57.6% | +46.0% | +11.6% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling