+508.5%
TTD vs SWK
+18.1%
+490.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.2% |
| 7D | +21.3% | -1.4% | +22.6% | +22.4% |
| 30D | +28.7% | +25.5% | +3.3% | +12.9% |
| 3M | +7.7% | +11.8% | -4.1% | +0.5% |
| 6M | -23.5% | +48.7% | -72.2% | -40.6% |
| YTD | -58.7% | +57.2% | -115.9% | -69.9% |
| 1Y | -63.4% | +75.3% | -138.7% | -75.2% |
| 3Y | -75.3% | +51.9% | -127.2% | -83.2% |
| 5Y | -84.4% | -30.7% | -53.6% | -82.9% |
| All | +508.5% | +18.1% | +490.4% | +348.2% |
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