-45.4%
SFM vs TXT
-2.3%
-43.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.6% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -11.4% | -11.1% | -0.3% | -10.3% |
| 3M | -12.2% | -13.0% | +0.8% | -11.0% |
| 6M | -5.2% | -16.2% | +11.0% | -4.0% |
| YTD | -4.5% | -8.7% | +4.2% | -5.8% |
| 1Y | -45.4% | -3.8% | -41.6% | -48.1% |
| All | -45.4% | -2.3% | -43.1% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling