+44.4%
SITM vs TXG
+406.9%
-362.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.4% | -12.8% | -9.9% |
| 7D | -19.5% | -19.3% | -0.3% | -17.2% |
| 30D | -43.2% | -30.9% | -12.3% | -41.1% |
| 3M | -30.8% | +41.1% | -71.9% | -32.0% |
| 6M | -28.6% | +211.9% | -240.5% | -30.0% |
| YTD | +14.2% | +314.0% | -299.8% | +16.2% |
| 1Y | +44.4% | +405.4% | -361.0% | +51.8% |
| All | +44.4% | +406.9% | -362.5% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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