-25.3%
SWK vs TXT
+7.8%
-33.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +1.0% |
| 7D | +11.0% | -2.5% | +13.6% | +12.9% |
| 30D | +30.1% | +14.4% | +15.7% | +17.1% |
| 3M | +14.7% | -4.9% | +19.6% | +17.9% |
| 6M | +44.5% | -10.2% | +54.7% | +54.3% |
| YTD | +59.4% | -4.1% | +63.5% | +61.7% |
| 1Y | +77.5% | +4.0% | +73.6% | +69.7% |
| 3Y | +49.5% | +8.0% | +41.5% | +36.7% |
| All | -25.3% | +7.8% | -33.0% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling