+1,543.5%
SWK vs TXT
+2,278.7%
-735.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -1.3% | +14.4% | +13.6% |
| 7D | +17.9% | +10.6% | +7.3% | +12.6% |
| 30D | +31.9% | +14.4% | +17.6% | +24.2% |
| 3M | +16.6% | -2.7% | +19.3% | +17.4% |
| 6M | +61.1% | -4.7% | +65.8% | +63.5% |
| YTD | +64.2% | -0.5% | +64.7% | +63.8% |
| 1Y | +85.2% | +8.7% | +76.5% | +78.1% |
| 3Y | +50.2% | +12.1% | +38.1% | +43.5% |
| 5Y | -22.8% | +14.6% | -37.4% | -27.2% |
| 10Y | +35.8% | +124.7% | -88.9% | -4.6% |
| All | +1,543.5% | +2,278.7% | -735.2% | +328.1% |
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 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