-2.9%
SWK vs TXG
+9.8%
-12.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.8% |
| 7D | +11.0% | -15.4% | +26.5% | +14.5% |
| 30D | +30.1% | -22.1% | +52.2% | +35.5% |
| 3M | +14.7% | +30.0% | -15.3% | +4.4% |
| 6M | +44.5% | +160.7% | -116.2% | +10.6% |
| YTD | +59.4% | +263.5% | -204.1% | +10.8% |
| 1Y | +77.5% | +356.0% | -278.5% | +15.7% |
| 3Y | +49.5% | +53.4% | -3.9% | +14.7% |
| 5Y | -24.9% | -66.7% | +41.8% | -29.9% |
| All | -2.9% | +9.8% | -12.7% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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