+44.4%
SITM vs TXT
+9.2%
+35.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.3% | -8.1% | -8.7% |
| 7D | -19.5% | +10.6% | -30.2% | -23.9% |
| 30D | -43.2% | +14.4% | -57.6% | -47.6% |
| 3M | -30.8% | -2.7% | -28.1% | -28.4% |
| 6M | -28.6% | -4.7% | -23.9% | -25.7% |
| YTD | +14.2% | -0.5% | +14.7% | +14.8% |
| 1Y | +44.4% | +8.7% | +35.6% | +14.3% |
| All | +44.4% | +9.2% | +35.2% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling