+464.6%
TTD vs SWK
+29.6%
+435.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +5.2% | +11.0% | -5.8% | -1.3% |
| 30D | +6.9% | +30.1% | -23.1% | -8.2% |
| 3M | -26.8% | +14.7% | -41.5% | -33.1% |
| 6M | -46.1% | +44.5% | -90.6% | -57.5% |
| YTD | -65.9% | +59.4% | -125.3% | -75.4% |
| 1Y | -71.8% | +77.5% | -149.4% | -81.1% |
| 3Y | -83.3% | +49.5% | -132.8% | -88.6% |
| 5Y | -81.1% | -24.9% | -56.2% | -80.3% |
| All | +464.6% | +29.6% | +435.1% | +315.8% |
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 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