-24.6%
SWK vs TXT
+11.0%
-35.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -0.9% | -1.4% |
| 7D | +11.3% | -2.5% | +13.8% | +13.2% |
| 30D | +28.1% | +12.8% | +15.2% | +16.6% |
| 3M | +12.6% | -3.6% | +16.2% | +14.7% |
| 6M | +51.7% | -6.9% | +58.7% | +57.9% |
| YTD | +60.0% | -2.2% | +62.1% | +60.0% |
| 1Y | +72.7% | +6.3% | +66.4% | +62.5% |
| 3Y | +46.3% | +10.3% | +36.0% | +31.9% |
| 5Y | -24.6% | +10.6% | -35.2% | -33.5% |
| All | -24.6% | +11.0% | -35.6% | -33.5% |
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