+65.9%
TXN vs SWKS
-42.6%
+108.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | -7.8% | -6.2% | -1.7% | -5.0% |
| 30D | -3.6% | -1.5% | -2.1% | -3.0% |
| 3M | +0.1% | +23.0% | -22.9% | -11.4% |
| 6M | -3.2% | +27.6% | -30.8% | -16.5% |
| YTD | +63.4% | +32.3% | +31.0% | +35.4% |
| 1Y | +75.6% | +20.1% | +55.5% | +53.1% |
| 3Y | +104.0% | +0.6% | +103.4% | +79.3% |
| All | +65.9% | -42.6% | +108.5% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling