-25.2%
SWKS vs TXG
+17.1%
-42.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +12.5% | +1.8% | +10.7% | +12.1% |
| 30D | +10.5% | +32.0% | -21.5% | +3.3% |
| 3M | -7.4% | +87.0% | -94.4% | -20.6% |
| 6M | +32.7% | +180.1% | -147.4% | +2.3% |
| YTD | +19.2% | +284.1% | -265.0% | -15.8% |
| 1Y | +2.4% | +361.7% | -359.3% | -32.5% |
| All | -25.2% | +17.1% | -42.4% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling