+142.0%
SFM vs TXT
+115.3%
+26.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.3% | +0.6% |
| 7D | -10.2% | -3.5% | -6.7% | -9.7% |
| 30D | -23.9% | +15.2% | -39.1% | -26.2% |
| 3M | -42.3% | -4.5% | -37.8% | -42.0% |
| 6M | -40.1% | -6.1% | -34.0% | -39.9% |
| YTD | -37.8% | -2.0% | -35.8% | -38.2% |
| 1Y | -37.1% | +4.2% | -41.3% | -38.3% |
| 3Y | +21.5% | +14.4% | +7.2% | +15.7% |
| 5Y | +103.8% | +12.3% | +91.5% | +92.4% |
| 10Y | +142.0% | +101.8% | +40.1% | +80.8% |
| All | +142.0% | +115.3% | +26.6% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling