+109.7%
SFM vs TXT
+4.5%
+105.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +2.9% |
| 7D | -0.1% | -4.8% | +4.7% | +0.8% |
| 30D | -4.4% | -10.6% | +6.2% | -2.4% |
| 3M | +1.5% | -13.2% | +14.7% | +4.0% |
| 6M | +6.5% | -20.3% | +26.8% | +10.8% |
| YTD | +2.2% | -9.3% | +11.4% | +3.0% |
| 1Y | -41.9% | -2.7% | -39.2% | -42.4% |
| All | +109.7% | +4.5% | +105.2% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling