+104.0%
TXN vs SWKS
-0.7%
+104.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | -7.8% | -6.2% | -1.7% | -5.4% |
| 30D | -3.6% | -1.5% | -2.1% | -3.0% |
| 3M | +0.1% | +23.0% | -22.9% | -10.1% |
| 6M | -3.2% | +27.6% | -30.8% | -14.7% |
| YTD | +63.4% | +32.3% | +31.0% | +39.0% |
| 1Y | +75.6% | +20.1% | +55.5% | +56.4% |
| 3Y | +104.0% | +0.6% | +103.4% | +73.3% |
| All | +104.0% | -0.7% | +104.7% | +73.3% |
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