-1.6%
SW vs TXT
+11.0%
-12.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.8% |
| 7D | +4.7% | -2.5% | +7.2% | +5.7% |
| 30D | +5.0% | +12.8% | -7.8% | -0.6% |
| 3M | -7.3% | -3.6% | -3.7% | -6.2% |
| 6M | +15.0% | -6.9% | +21.9% | +18.2% |
| YTD | +18.5% | -2.2% | +20.7% | +19.4% |
| 1Y | +27.1% | +6.3% | +20.9% | +24.1% |
| 3Y | +49.3% | +10.3% | +39.1% | +41.6% |
| 5Y | -1.6% | +10.6% | -12.3% | -12.8% |
| All | -1.6% | +11.0% | -12.7% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling