-85.4%
TTD vs SWK
-25.5%
-60.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +5.2% | +11.0% | -5.8% | -0.9% |
| 30D | +6.9% | +30.1% | -23.1% | -7.3% |
| 3M | -26.8% | +14.7% | -41.5% | -32.8% |
| 6M | -46.1% | +44.5% | -90.6% | -57.0% |
| YTD | -65.9% | +59.4% | -125.3% | -75.1% |
| 1Y | -71.8% | +77.5% | -149.4% | -80.9% |
| 3Y | -83.3% | +49.5% | -132.8% | -88.7% |
| All | -85.4% | -25.5% | -60.0% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling