-18.4%
SWK vs TXG
+16.0%
-34.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -0.4% | +1.8% | -2.3% | -0.9% |
| 30D | -5.7% | +32.0% | -37.7% | -12.1% |
| 3M | +24.1% | +87.0% | -62.9% | +5.7% |
| 6M | +24.7% | +180.1% | -155.4% | -4.3% |
| YTD | +33.9% | +284.1% | -250.2% | -5.5% |
| 1Y | +34.7% | +361.7% | -327.0% | -10.7% |
| 3Y | +15.3% | +15.9% | -0.6% | -4.1% |
| 5Y | -39.3% | -66.2% | +26.9% | -42.4% |
| All | -18.4% | +16.0% | -34.4% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling