-80.8%
TTD vs SWKS
-53.5%
-27.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -6.3% |
| 7D | +6.3% | +12.5% | -6.2% | -0.4% |
| 30D | -23.9% | +10.5% | -34.4% | -28.7% |
| 3M | -31.4% | -7.4% | -24.0% | -30.0% |
| 6M | -42.7% | +32.7% | -75.3% | -55.0% |
| YTD | -62.0% | +19.2% | -81.1% | -68.4% |
| 1Y | -72.2% | +2.4% | -74.6% | -74.8% |
| 3Y | -81.9% | -25.6% | -56.3% | -82.0% |
| All | -80.8% | -53.5% | -27.3% | -62.3% |
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 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