+57.2%
TXN vs SWKS
-53.5%
+110.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +0.1% |
| 7D | -0.1% | +12.5% | -12.6% | -5.8% |
| 30D | -6.9% | +10.5% | -17.4% | -11.6% |
| 3M | -14.9% | -7.4% | -7.5% | -12.2% |
| 6M | +29.0% | +32.7% | -3.7% | +9.7% |
| YTD | +51.5% | +19.2% | +32.3% | +34.6% |
| 1Y | +41.6% | +2.4% | +39.2% | +35.2% |
| 3Y | +65.8% | -25.6% | +91.4% | +75.1% |
| All | +57.2% | -53.5% | +110.7% | +103.0% |
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