+743.1%
SW vs TXT
+68.1%
+675.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.3% | +4.2% |
| 7D | +12.1% | +10.6% | +1.4% | +10.6% |
| 30D | +6.6% | +14.4% | -7.8% | +4.8% |
| 3M | -6.0% | -2.7% | -3.3% | -5.8% |
| 6M | +21.5% | -4.7% | +26.1% | +22.2% |
| YTD | +20.3% | -0.5% | +20.9% | +20.5% |
| 1Y | +28.1% | +8.7% | +19.4% | +27.0% |
| 3Y | +51.6% | +12.1% | +39.5% | +49.7% |
| 5Y | -0.1% | +14.6% | -14.7% | -2.2% |
| 10Y | +189.7% | +124.7% | +65.1% | +161.7% |
| All | +743.1% | +68.1% | +675.0% | +668.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling