+89.2%
TXN vs SWK
-28.9%
+118.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.7% |
| 7D | +12.3% | -2.0% | +14.3% | +13.2% |
| 30D | +9.1% | +24.6% | -15.5% | -0.5% |
| 3M | +13.5% | +10.8% | +2.7% | +8.4% |
| 6M | +6.9% | +46.1% | -39.1% | -8.8% |
| YTD | +84.0% | +56.8% | +27.2% | +51.1% |
| 1Y | +95.8% | +72.7% | +23.0% | +54.5% |
| 3Y | +130.3% | +49.9% | +80.5% | +83.8% |
| 5Y | +89.2% | -30.9% | +120.1% | +84.7% |
| All | +89.2% | -28.9% | +118.0% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling