+388.8%
TXN vs SWK
+3.3%
+385.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | -0.1% | -0.4% | +0.4% | +0.1% |
| 30D | -6.9% | -5.7% | -1.2% | -4.5% |
| 3M | -14.9% | +24.1% | -39.0% | -22.9% |
| 6M | +29.0% | +24.7% | +4.3% | +16.1% |
| YTD | +51.5% | +33.9% | +17.5% | +31.3% |
| 1Y | +41.6% | +34.7% | +6.9% | +21.8% |
| 3Y | +65.8% | +15.3% | +50.5% | +46.3% |
| 5Y | +56.8% | -39.3% | +96.1% | +77.5% |
| All | +388.8% | +3.3% | +385.5% | +328.6% |
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 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