-72.0%
TTD vs SWK
+87.6%
-159.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +13.1% | -10.2% | +1.8% |
| 7D | +3.7% | +17.9% | -14.2% | +2.3% |
| 30D | +10.4% | +31.9% | -21.5% | +8.5% |
| 3M | -31.6% | +16.6% | -48.2% | -32.6% |
| 6M | -45.1% | +61.1% | -106.2% | -46.4% |
| YTD | -65.1% | +64.2% | -129.4% | -66.3% |
| 1Y | -72.0% | +85.2% | -157.2% | -74.2% |
| All | -72.0% | +87.6% | -159.6% | -74.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling