+0.6%
SWKS vs TXT
+7.8%
-7.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +2.4% |
| 7D | -6.2% | -2.5% | -3.6% | -4.8% |
| 30D | -1.5% | +14.4% | -15.9% | -10.2% |
| 3M | +23.0% | -4.9% | +27.9% | +26.4% |
| 6M | +27.6% | -10.2% | +37.8% | +35.3% |
| YTD | +32.3% | -4.1% | +36.4% | +33.1% |
| 1Y | +20.1% | +4.0% | +16.2% | +13.9% |
| 3Y | +0.6% | +8.0% | -7.3% | -13.3% |
| All | +0.6% | +7.8% | -7.2% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling