+32.1%
SWKS vs TXT
+112.2%
-80.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +2.2% |
| 7D | -6.2% | -2.5% | -3.6% | -5.0% |
| 30D | -1.5% | +14.4% | -15.9% | -8.7% |
| 3M | +23.0% | -4.9% | +27.9% | +25.4% |
| 6M | +27.6% | -10.2% | +37.8% | +33.5% |
| YTD | +32.3% | -4.1% | +36.4% | +33.5% |
| 1Y | +20.1% | +4.0% | +16.2% | +16.1% |
| 3Y | +0.6% | +8.0% | -7.3% | -5.6% |
| 5Y | -42.3% | +8.4% | -50.7% | -46.5% |
| All | +32.1% | +112.2% | -80.0% | +8.2% |
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