-81.3%
TTD vs SWK
-25.4%
-55.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -1.8% |
| 7D | -1.9% | +11.3% | -13.2% | -7.8% |
| 30D | +7.5% | +28.1% | -20.6% | -6.2% |
| 3M | -32.4% | +12.6% | -45.0% | -37.3% |
| 6M | -47.9% | +51.7% | -99.7% | -59.6% |
| YTD | -66.3% | +60.0% | -126.2% | -75.4% |
| 1Y | -73.1% | +72.7% | -145.8% | -81.5% |
| 3Y | -83.8% | +46.3% | -130.1% | -88.9% |
| 5Y | -81.3% | -24.6% | -56.7% | -78.7% |
| All | -81.3% | -25.4% | -55.9% | -78.7% |
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