-36.5%
SWKS vs TXG
-65.2%
+28.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +9.4% | -1.8% | +11.3% | +9.7% |
| 30D | +17.0% | -20.4% | +37.4% | +22.0% |
| 3M | +28.9% | +0.1% | +28.9% | +25.2% |
| 6M | +33.1% | +176.2% | -143.0% | -1.7% |
| YTD | +44.8% | +256.8% | -212.0% | -2.3% |
| 1Y | +36.2% | +255.9% | -219.7% | -8.7% |
| 3Y | +11.5% | +60.2% | -48.7% | -16.7% |
| All | -36.5% | -65.2% | +28.6% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling