-2.6%
SWK vs TXG
+7.5%
-10.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -14.0% | +11.4% | +0.4% |
| 7D | +11.3% | -28.8% | +40.1% | +18.8% |
| 30D | +28.1% | -28.0% | +56.1% | +35.8% |
| 3M | +12.6% | +22.3% | -9.7% | +4.0% |
| 6M | +51.7% | +163.8% | -112.1% | +15.8% |
| YTD | +60.0% | +256.0% | -196.0% | +11.8% |
| 1Y | +72.7% | +330.4% | -257.7% | +14.1% |
| 3Y | +46.3% | +46.2% | +0.1% | +13.4% |
| 5Y | -24.6% | -67.4% | +42.8% | -29.4% |
| All | -2.6% | +7.5% | -10.1% | -40.1% |
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 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