+3.3%
SWK vs TXT
+94.9%
-91.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -0.4% | -4.8% | +4.3% | +2.8% |
| 30D | -5.7% | -10.6% | +4.9% | +1.4% |
| 3M | +24.1% | -13.2% | +37.2% | +35.6% |
| 6M | +24.7% | -20.3% | +45.1% | +44.3% |
| YTD | +33.9% | -9.3% | +43.2% | +42.1% |
| 1Y | +34.7% | -2.7% | +37.4% | +36.5% |
| 3Y | +15.3% | +1.4% | +13.9% | +13.2% |
| 5Y | -39.3% | +9.6% | -48.8% | -44.2% |
| All | +3.3% | +94.9% | -91.7% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling