+2,101.2%
SIMO vs TXT
+145.6%
+1,955.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.1% | +5.0% |
| 7D | -22.0% | -2.5% | -19.5% | -21.3% |
| 30D | -43.0% | +14.4% | -57.4% | -46.3% |
| 3M | -39.1% | -4.9% | -34.2% | -38.2% |
| 6M | -33.3% | -10.2% | -23.1% | -30.7% |
| YTD | +77.0% | -4.1% | +81.1% | +77.8% |
| 1Y | +73.0% | +4.0% | +69.1% | +68.2% |
| 3Y | +215.7% | +8.0% | +207.8% | +199.6% |
| 5Y | +155.6% | +8.4% | +147.2% | +135.1% |
| 10Y | +388.4% | +116.6% | +271.7% | +205.8% |
| All | +2,101.2% | +145.6% | +1,955.6% | +898.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling