+71.3%
TXN vs SWKS
-15.7%
+87.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | -0.6% |
| 7D | +2.2% | +11.8% | -9.6% | -2.8% |
| 30D | -9.5% | +6.7% | -16.2% | -12.2% |
| 3M | -10.5% | 0.0% | -10.6% | -11.0% |
| 6M | +35.4% | +38.7% | -3.4% | +14.9% |
| YTD | +51.8% | +21.4% | +30.4% | +35.9% |
| 1Y | +42.9% | +2.9% | +40.0% | +37.6% |
| 3Y | +71.3% | -16.4% | +87.7% | +62.2% |
| All | +71.3% | -15.7% | +87.0% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling