+71.3%
TXN vs SWK
+15.2%
+56.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.4% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -9.5% | -8.9% | -0.6% | -5.8% |
| 3M | -10.5% | +20.5% | -31.0% | -17.9% |
| 6M | +35.4% | +27.1% | +8.3% | +20.8% |
| YTD | +51.8% | +30.2% | +21.6% | +33.0% |
| 1Y | +42.9% | +24.8% | +18.2% | +27.0% |
| 3Y | +71.3% | +16.3% | +55.0% | +48.0% |
| All | +71.3% | +15.2% | +56.2% | +48.0% |
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