-1.6%
SWK vs TXG
+16.5%
-18.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.7% |
| 7D | +11.3% | -3.7% | +15.0% | +12.0% |
| 30D | +31.5% | -22.0% | +53.5% | +37.0% |
| 3M | +14.4% | +7.4% | +7.0% | +9.3% |
| 6M | +46.4% | +191.2% | -144.8% | +9.3% |
| YTD | +61.6% | +285.7% | -224.1% | +10.9% |
| 1Y | +78.7% | +268.3% | -189.5% | +23.4% |
| 3Y | +54.4% | +77.3% | -22.9% | +14.8% |
| 5Y | -25.3% | -62.3% | +37.0% | -32.0% |
| All | -1.6% | +16.5% | -18.1% | -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