+500.3%
TTD vs SWKS
+49.5%
+450.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -5.9% | -4.8% |
| 7D | +20.8% | +10.9% | +9.9% | +13.7% |
| 30D | +27.1% | +17.6% | +9.5% | +15.6% |
| 3M | +14.7% | +29.2% | -14.5% | -4.6% |
| 6M | -26.8% | +37.0% | -63.8% | -44.2% |
| YTD | -59.2% | +44.9% | -104.2% | -71.1% |
| 1Y | -64.7% | +33.8% | -98.5% | -73.6% |
| 3Y | -75.8% | +10.2% | -86.0% | -82.3% |
| 5Y | -84.6% | -37.0% | -47.6% | -82.6% |
| All | +500.3% | +49.5% | +450.9% | +323.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling