+455.6%
TXN vs SWK
+32.9%
+422.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.8% | +3.8% | +5.4% |
| 7D | -2.1% | +10.7% | -12.8% | -6.6% |
| 30D | +4.7% | +33.3% | -28.6% | -8.1% |
| 3M | +3.9% | +14.7% | -10.8% | -2.8% |
| 6M | +3.8% | +48.5% | -44.7% | -13.6% |
| YTD | +74.2% | +63.9% | +10.3% | +37.4% |
| 1Y | +88.2% | +80.4% | +7.8% | +42.1% |
| 3Y | +124.0% | +58.1% | +65.8% | +71.6% |
| 5Y | +78.4% | -24.5% | +102.9% | +82.7% |
| 10Y | +455.6% | +29.5% | +426.1% | +356.1% |
| All | +455.6% | +32.9% | +422.7% | +356.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling