+339.5%
TTD vs SWK
+27.3%
+312.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +13.1% | -10.2% | -4.5% |
| 7D | +3.7% | +17.9% | -14.2% | -6.1% |
| 30D | +10.4% | +31.9% | -21.5% | -6.1% |
| 3M | -31.6% | +16.6% | -48.2% | -38.1% |
| 6M | -45.1% | +61.1% | -106.2% | -59.5% |
| YTD | -65.1% | +64.2% | -129.4% | -75.3% |
| 1Y | -72.0% | +85.2% | -157.2% | -81.7% |
| 3Y | -83.3% | +50.2% | -133.5% | -88.5% |
| 5Y | -81.7% | -22.8% | -58.9% | -81.2% |
| 10Y | +454.3% | +35.8% | +418.5% | +238.0% |
| All | +339.5% | +27.3% | +312.3% | +203.2% |
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 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