-2.3%
SWK vs TXG
+14.9%
-17.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.4% |
| 7D | -2.3% | -8.1% | +5.8% | -0.8% |
| 30D | +30.4% | -17.5% | +47.9% | +34.3% |
| 3M | +12.1% | +6.1% | +6.0% | +7.4% |
| 6M | +49.1% | +202.7% | -153.6% | +10.2% |
| YTD | +60.4% | +280.4% | -220.0% | +10.4% |
| 1Y | +78.3% | +274.0% | -195.7% | +22.6% |
| 3Y | +53.3% | +74.9% | -21.6% | +14.4% |
| 5Y | -27.0% | -63.0% | +36.1% | -33.3% |
| All | -2.3% | +14.9% | -17.2% | -40.8% |
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