+22.4%
SWK vs TXT
+103.6%
-81.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.5% |
| 7D | +11.3% | -1.1% | +12.4% | +11.9% |
| 30D | +31.5% | +17.1% | +14.4% | +17.8% |
| 3M | +14.4% | -2.6% | +17.1% | +15.5% |
| 6M | +46.4% | -4.6% | +51.0% | +49.2% |
| YTD | +61.6% | -0.3% | +61.9% | +59.9% |
| 1Y | +78.7% | +5.9% | +72.8% | +70.0% |
| 3Y | +54.4% | +14.4% | +40.0% | +39.3% |
| 5Y | -25.3% | +15.9% | -41.2% | -34.3% |
| 10Y | +22.4% | +99.6% | -77.2% | -26.1% |
| All | +22.4% | +103.6% | -81.3% | -26.1% |
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