-65.1%
TTD vs SWKS
+22.9%
-88.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +19.9% | -3.1% | +23.1% | +20.2% |
| 30D | +27.6% | +8.3% | +19.3% | +26.8% |
| 3M | +15.2% | +20.2% | -5.1% | +12.3% |
| 6M | -33.2% | +24.9% | -58.1% | -36.7% |
| YTD | -59.4% | +33.2% | -92.5% | -62.6% |
| All | -65.1% | +22.9% | -88.0% | -66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling