+125.8%
TXN vs SWKS
+11.3%
+114.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +9.5% | +9.4% | 0.0% | +5.5% |
| 30D | +8.7% | +17.0% | -8.3% | +2.0% |
| 3M | +11.6% | +28.9% | -17.4% | -1.5% |
| 6M | +0.1% | +33.1% | -33.0% | -13.2% |
| YTD | +78.8% | +44.8% | +34.0% | +46.8% |
| 1Y | +91.2% | +36.2% | +55.0% | +61.6% |
| 3Y | +125.8% | +11.5% | +114.3% | +82.4% |
| All | +125.8% | +11.3% | +114.6% | +82.4% |
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