+325.6%
TTD vs SWKS
+32.3%
+293.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.0% |
| 7D | -1.9% | -9.2% | +7.3% | +3.6% |
| 30D | +7.5% | -1.9% | +9.4% | +8.4% |
| 3M | -32.4% | +21.2% | -53.7% | -42.3% |
| 6M | -47.9% | +12.9% | -60.8% | -55.7% |
| YTD | -66.3% | +30.7% | -97.0% | -74.5% |
| 1Y | -73.1% | +14.1% | -87.3% | -77.8% |
| 3Y | -83.8% | -1.7% | -82.1% | -87.3% |
| 5Y | -81.3% | -43.0% | -38.3% | -77.6% |
| 10Y | +436.7% | +34.3% | +402.3% | +287.8% |
| All | +325.6% | +32.3% | +293.2% | +213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling