-0.2%
SWK vs TXG
+20.5%
-20.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.7% | -6.9% | +0.7% |
| 7D | +10.7% | +5.5% | +5.1% | +9.1% |
| 30D | +33.3% | -19.3% | +52.7% | +37.9% |
| 3M | +14.7% | +25.0% | -10.4% | +5.6% |
| 6M | +48.5% | +201.2% | -152.6% | +10.0% |
| YTD | +63.9% | +298.8% | -234.9% | +11.7% |
| 1Y | +80.4% | +326.6% | -246.1% | +20.1% |
| 3Y | +58.1% | +78.3% | -20.2% | +17.4% |
| 5Y | -24.5% | -61.3% | +36.8% | -31.7% |
| All | -0.2% | +20.5% | -20.6% | -40.1% |
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