+18.2%
SWKS vs TXG
+9.8%
+8.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.7% |
| 7D | -6.2% | -15.4% | +9.3% | -2.7% |
| 30D | -1.5% | -22.1% | +20.6% | +3.4% |
| 3M | +23.0% | +30.0% | -7.0% | +11.5% |
| 6M | +27.6% | +160.7% | -133.1% | -4.8% |
| YTD | +32.3% | +263.5% | -231.1% | -11.4% |
| 1Y | +20.1% | +356.0% | -335.9% | -25.5% |
| 3Y | +0.6% | +53.4% | -52.7% | -23.9% |
| 5Y | -42.3% | -66.7% | +24.4% | -40.9% |
| All | +18.2% | +9.8% | +8.4% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling