+182.3%
SW vs TXT
+98.8%
+83.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -2.6% | -0.8% | -1.7% | -2.4% |
| 30D | +7.2% | +13.4% | -6.2% | +3.8% |
| 3M | -10.5% | -2.5% | -7.9% | -10.1% |
| 6M | +9.9% | -6.2% | +16.1% | +11.5% |
| YTD | +17.2% | -1.3% | +18.6% | +17.7% |
| 1Y | +26.5% | +4.3% | +22.2% | +25.4% |
| 3Y | +47.7% | +13.2% | +34.4% | +43.5% |
| 5Y | +0.2% | +12.4% | -12.2% | -3.8% |
| 10Y | +182.3% | +94.8% | +87.5% | +162.0% |
| All | +182.3% | +98.8% | +83.5% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling