-41.9%
SWKS vs TXT
+13.0%
-54.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.5% | -0.7% |
| 7D | -2.7% | -3.5% | +0.8% | -0.4% |
| 30D | +8.5% | +15.2% | -6.7% | -2.3% |
| 3M | +17.3% | -4.5% | +21.8% | +20.1% |
| 6M | +25.1% | -6.1% | +31.2% | +28.7% |
| YTD | +33.3% | -2.0% | +35.3% | +32.1% |
| 1Y | +22.9% | +4.2% | +18.7% | +16.4% |
| 3Y | +5.5% | +14.4% | -8.9% | -10.7% |
| 5Y | -41.9% | +12.3% | -54.2% | -52.8% |
| All | -41.9% | +13.0% | -54.9% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling