+393.3%
TXN vs SWKS
+30.1%
+363.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | -0.8% |
| 7D | +2.2% | +11.8% | -9.6% | -3.8% |
| 30D | -9.5% | +6.7% | -16.2% | -12.8% |
| 3M | -10.5% | 0.0% | -10.6% | -11.2% |
| 6M | +35.4% | +38.7% | -3.4% | +10.6% |
| YTD | +51.8% | +21.4% | +30.4% | +31.9% |
| 1Y | +42.9% | +2.9% | +40.0% | +35.1% |
| 3Y | +71.3% | -16.4% | +87.7% | +70.0% |
| 5Y | +58.0% | -51.2% | +109.2% | +105.9% |
| 10Y | +393.3% | +31.0% | +362.2% | +260.7% |
| All | +393.3% | +30.1% | +363.1% | +260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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