-84.6%
TTD vs SWK
-23.3%
-61.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.8% | +12.6% | +14.0% |
| 7D | +19.0% | +10.7% | +8.3% | +12.4% |
| 30D | +23.6% | +33.3% | -9.7% | +5.9% |
| 3M | +8.2% | +14.7% | -6.5% | +0.1% |
| 6M | -35.3% | +48.5% | -83.8% | -48.9% |
| YTD | -60.7% | +63.9% | -124.6% | -71.6% |
| 1Y | -65.3% | +80.4% | -145.7% | -76.5% |
| 3Y | -80.6% | +58.1% | -138.7% | -87.3% |
| 5Y | -84.6% | -24.5% | -60.1% | -83.2% |
| All | -84.6% | -23.3% | -61.4% | -83.2% |
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 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