+426.9%
TXN vs SWK
+29.6%
+397.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -7.8% | +11.0% | -18.8% | -12.3% |
| 30D | -3.6% | +30.1% | -33.6% | -14.5% |
| 3M | +0.1% | +14.7% | -14.5% | -6.3% |
| 6M | -3.2% | +44.5% | -47.7% | -18.5% |
| YTD | +63.4% | +59.4% | +4.0% | +30.4% |
| 1Y | +75.6% | +77.5% | -1.9% | +33.5% |
| 3Y | +104.0% | +49.5% | +54.6% | +60.1% |
| 5Y | +65.0% | -24.9% | +89.9% | +69.1% |
| All | +426.9% | +29.6% | +397.4% | +339.3% |
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