+99.7%
TXN vs SWK
+87.6%
+12.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +13.1% | -13.4% | -5.0% |
| 7D | +1.0% | +17.9% | -16.9% | -5.4% |
| 30D | +6.1% | +31.9% | -25.8% | -5.3% |
| 3M | +10.4% | +16.6% | -6.2% | +3.6% |
| 6M | +12.6% | +61.1% | -48.6% | -8.1% |
| YTD | +83.5% | +64.2% | +19.2% | +42.4% |
| 1Y | +99.7% | +85.2% | +14.5% | +45.6% |
| All | +99.7% | +87.6% | +12.1% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling