-30.9%
SWK vs TXG
-64.9%
+34.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.5% | -1.2% |
| 7D | -2.0% | +1.8% | -3.7% | -2.4% |
| 30D | +24.6% | -17.7% | +42.3% | +28.5% |
| 3M | +10.8% | +2.3% | +8.5% | +6.6% |
| 6M | +46.1% | +182.5% | -136.4% | +7.5% |
| YTD | +56.8% | +262.4% | -205.5% | +6.2% |
| 1Y | +72.7% | +254.1% | -181.4% | +17.0% |
| 3Y | +49.9% | +66.6% | -16.7% | +10.2% |
| 5Y | -30.9% | -64.5% | +33.6% | -46.1% |
| All | -30.9% | -64.9% | +34.0% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling