+379.4%
TTD vs SWK
+3.8%
+375.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.9% |
| 7D | +6.3% | -0.4% | +6.8% | +6.6% |
| 30D | -23.9% | -5.7% | -18.2% | -21.7% |
| 3M | -31.4% | +24.1% | -55.5% | -40.5% |
| 6M | -42.7% | +24.7% | -67.4% | -51.5% |
| YTD | -62.0% | +33.9% | -95.9% | -69.5% |
| 1Y | -72.2% | +34.7% | -106.9% | -78.1% |
| 3Y | -81.9% | +15.3% | -97.2% | -85.5% |
| 5Y | -81.5% | -39.3% | -42.3% | -78.1% |
| All | +379.4% | +3.8% | +375.6% | +274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling