+104.0%
TXN vs SWK
+46.0%
+58.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -7.8% | +11.0% | -18.8% | -12.2% |
| 30D | -3.6% | +30.1% | -33.6% | -14.4% |
| 3M | +0.1% | +14.7% | -14.5% | -6.2% |
| 6M | -3.2% | +44.5% | -47.7% | -18.5% |
| YTD | +63.4% | +59.4% | +4.0% | +30.0% |
| 1Y | +75.6% | +77.5% | -1.9% | +32.9% |
| 3Y | +104.0% | +49.5% | +54.6% | +54.4% |
| All | +104.0% | +46.0% | +58.1% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling