+4,532.8%
SITM vs TXT
+71.8%
+4,461.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.7% |
| 7D | +4.8% | -0.2% | +5.1% | +4.9% |
| 30D | -9.7% | -10.2% | +0.5% | -2.7% |
| 3M | -9.3% | -13.3% | +3.9% | -0.4% |
| 6M | +69.5% | -14.4% | +83.9% | +88.2% |
| YTD | +70.5% | -9.1% | +79.6% | +80.6% |
| 1Y | +145.3% | -2.2% | +147.4% | +147.7% |
| 3Y | +432.8% | +5.1% | +427.7% | +406.3% |
| 5Y | +174.0% | +12.8% | +161.2% | +159.1% |
| All | +4,532.8% | +71.8% | +4,461.0% | +3,588.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling