+8,007.1%
SWKS vs TXT
+2,070.1%
+5,937.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +12.5% | -4.8% | +17.3% | +14.7% |
| 30D | +10.5% | -10.6% | +21.1% | +15.7% |
| 3M | -7.4% | -13.2% | +5.8% | -2.2% |
| 6M | +32.7% | -20.3% | +53.0% | +45.1% |
| YTD | +19.2% | -9.3% | +28.4% | +23.6% |
| 1Y | +2.4% | -2.7% | +5.1% | +3.0% |
| 3Y | -25.6% | +1.4% | -27.0% | -26.6% |
| 5Y | -53.4% | +9.6% | -63.0% | -55.4% |
| 10Y | +23.2% | +94.9% | -71.7% | -12.8% |
| All | +8,007.1% | +2,070.1% | +5,937.1% | +4,047.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling