+25.9%
SWKS vs TXT
+94.9%
-69.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +12.5% | -4.8% | +17.3% | +15.3% |
| 30D | +10.5% | -10.6% | +21.1% | +17.1% |
| 3M | -7.4% | -13.2% | +5.8% | -0.9% |
| 6M | +32.7% | -20.3% | +53.0% | +48.3% |
| YTD | +19.2% | -9.3% | +28.4% | +24.5% |
| 1Y | +2.4% | -2.7% | +5.1% | +2.9% |
| 3Y | -25.6% | +1.4% | -27.0% | -27.6% |
| 5Y | -53.4% | +9.6% | -63.0% | -56.6% |
| All | +25.9% | +94.9% | -69.1% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling