+185.2%
SITM vs TXG
-62.8%
+248.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.3% | +2.2% | +4.2% |
| 7D | +3.9% | +9.5% | -5.6% | -0.1% |
| 30D | -6.6% | +18.8% | -25.4% | -13.7% |
| 3M | -11.9% | +136.1% | -148.0% | -40.4% |
| 6M | +81.1% | +235.2% | -154.1% | +2.0% |
| YTD | +80.0% | +320.5% | -240.6% | -11.4% |
| 1Y | +145.8% | +425.2% | -279.4% | +4.8% |
| 3Y | +475.9% | +42.9% | +433.0% | +305.2% |
| All | +185.2% | -62.8% | +248.0% | +298.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling