-25.3%
SWK vs TXG
-66.4%
+41.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.8% |
| 7D | +11.0% | -15.4% | +26.5% | +14.7% |
| 30D | +30.1% | -22.1% | +52.2% | +35.7% |
| 3M | +14.7% | +30.0% | -15.3% | +3.7% |
| 6M | +44.5% | +160.7% | -116.2% | +8.6% |
| YTD | +59.4% | +263.5% | -204.1% | +8.0% |
| 1Y | +77.5% | +356.0% | -278.5% | +12.1% |
| 3Y | +49.5% | +53.4% | -3.9% | +12.1% |
| All | -25.3% | -66.4% | +41.1% | -42.1% |
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