+4,437.5%
SITM vs TXG
+5.3%
+4,432.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.6% |
| 7D | +3.7% | +9.1% | -5.4% | -0.1% |
| 30D | -14.5% | +14.9% | -29.4% | -20.0% |
| 3M | -10.6% | +120.0% | -130.5% | -37.7% |
| 6M | +65.5% | +221.8% | -156.3% | -5.0% |
| YTD | +67.0% | +312.6% | -245.6% | -16.7% |
| 1Y | +138.6% | +398.4% | -259.8% | +5.0% |
| 3Y | +421.8% | +42.1% | +379.7% | +262.6% |
| 5Y | +172.4% | -63.5% | +235.9% | +218.5% |
| All | +4,437.5% | +5.3% | +4,432.1% | +3,605.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling