+84.6%
SIMO vs TXT
+4.2%
+80.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.4% | +4.9% |
| 7D | -8.5% | -3.5% | -4.9% | -7.2% |
| 30D | -34.8% | +15.2% | -50.0% | -38.3% |
| 3M | -32.8% | -4.5% | -28.4% | -31.1% |
| 6M | -32.0% | -6.1% | -25.9% | -29.6% |
| YTD | +87.0% | -2.0% | +89.0% | +92.6% |
| All | +84.6% | +4.2% | +80.4% | +77.4% |
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