-84.6%
TTD vs SWKS
-43.2%
-41.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.8% | +14.7% | +15.1% |
| 7D | +19.0% | -2.7% | +21.7% | +20.6% |
| 30D | +23.6% | +8.5% | +15.1% | +18.7% |
| 3M | +8.2% | +17.3% | -9.1% | -3.1% |
| 6M | -35.3% | +25.1% | -60.4% | -46.9% |
| YTD | -60.7% | +33.3% | -94.0% | -69.8% |
| 1Y | -65.3% | +22.9% | -88.2% | -71.9% |
| 3Y | -80.6% | +5.5% | -86.1% | -86.1% |
| 5Y | -84.6% | -41.9% | -42.7% | -77.8% |
| All | -84.6% | -43.2% | -41.4% | -77.8% |
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