+165.5%
SITM vs TXG
+372.5%
-206.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.5% | +6.7% |
| 7D | +9.7% | +1.8% | +7.9% | +9.5% |
| 30D | +12.7% | +32.0% | -19.3% | +7.9% |
| 3M | -13.4% | +87.0% | -100.4% | -20.6% |
| 6M | +59.6% | +180.1% | -120.4% | +39.2% |
| YTD | +73.3% | +284.1% | -210.8% | +45.0% |
| 1Y | +165.5% | +361.7% | -196.1% | +110.6% |
| All | +165.5% | +372.5% | -206.9% | +110.6% |
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