-29.9%
SWK vs TXG
-65.2%
+35.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.6% |
| 7D | -1.4% | -1.8% | +0.5% | -1.0% |
| 30D | +25.5% | -20.4% | +45.8% | +30.4% |
| 3M | +11.8% | +0.1% | +11.7% | +8.1% |
| 6M | +48.7% | +176.2% | -127.5% | +10.0% |
| YTD | +57.2% | +256.8% | -199.6% | +6.8% |
| 1Y | +75.3% | +255.9% | -180.6% | +18.5% |
| 3Y | +51.9% | +60.2% | -8.3% | +12.8% |
| All | -29.9% | -65.2% | +35.3% | -45.5% |
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