+1,240.6%
SWK vs TXT
+2,070.1%
-829.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -0.4% | -4.8% | +4.3% | +1.6% |
| 30D | -5.7% | -10.6% | +4.9% | -1.2% |
| 3M | +24.1% | -13.2% | +37.2% | +31.5% |
| 6M | +24.7% | -20.3% | +45.1% | +37.3% |
| YTD | +33.9% | -9.3% | +43.2% | +39.5% |
| 1Y | +34.7% | -2.7% | +37.4% | +36.4% |
| 3Y | +15.3% | +1.4% | +13.9% | +15.3% |
| 5Y | -39.3% | +9.6% | -48.8% | -41.4% |
| 10Y | +2.5% | +94.9% | -92.4% | -23.5% |
| All | +1,240.6% | +2,070.1% | -829.5% | +264.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling