-85.4%
TTD vs SWKS
-42.6%
-42.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.3% |
| 7D | +5.2% | -6.2% | +11.4% | +8.4% |
| 30D | +6.9% | -1.5% | +8.4% | +7.5% |
| 3M | -26.8% | +23.0% | -49.8% | -36.7% |
| 6M | -46.1% | +27.6% | -73.8% | -56.3% |
| YTD | -65.9% | +32.3% | -98.3% | -73.7% |
| 1Y | -71.8% | +20.1% | -92.0% | -76.9% |
| 3Y | -83.3% | +0.6% | -84.0% | -87.4% |
| All | -85.4% | -42.6% | -42.8% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling