-36.7%
SWK vs TXT
+10.4%
-47.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | -0.4% | -4.8% | +4.3% | +3.1% |
| 30D | -5.7% | -10.6% | +4.9% | +2.2% |
| 3M | +24.1% | -13.2% | +37.2% | +36.8% |
| 6M | +24.7% | -20.3% | +45.1% | +46.5% |
| YTD | +33.9% | -9.3% | +43.2% | +42.6% |
| 1Y | +34.7% | -2.7% | +37.4% | +36.2% |
| 3Y | +15.3% | +1.4% | +13.9% | +11.3% |
| All | -36.7% | +10.4% | -47.1% | -43.6% |
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