The 24-year-old five-time Paralympic champion set new bests in her T34 category over 100m, 400m and 800m.
Cockroft began the streak of impressive times by lowering her record in the 100m to 17.28 seconds before taking the 400m in 57.86 seconds on Thursday.
She then led from gun to win the 800m on Sunday, knocking one second off her previous best to 1:55.73.
There was also a world record in the women's T53 200m for Britain's Samantha Kinghorn with a new time of 28.91 seconds earlier on the same day.
The six-lane track in Arbon is known to wheelchair athletes as the fastest in the world and the series of Swiss events, which ran from 25-28 May, saw a total of 20 world records broken with 29 competing nations.
Cockroft will join her British team-mates next week in Nottwil, also in Switzerland, for the IPC Grand Prix between 2-5 June.
Britain's Hannah Cockroft has broken three world records at a race series in Arbon, Switzerland.