+3,319.5%
SITM vs TXT
+81.5%
+3,238.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.0% |
| 7D | +6.6% | +0.1% | +6.5% | +6.6% |
| 30D | -15.3% | +13.3% | -28.7% | -23.5% |
| 3M | -35.4% | -5.0% | -30.4% | -34.0% |
| 6M | -46.8% | -8.4% | -38.4% | -44.4% |
| YTD | +25.9% | -4.0% | +29.8% | +26.5% |
| 1Y | +54.0% | +2.8% | +51.2% | +47.8% |
| 3Y | +315.6% | +10.3% | +305.3% | +276.9% |
| 5Y | +74.4% | +9.2% | +65.3% | +63.2% |
| All | +3,319.5% | +81.5% | +3,238.0% | +2,483.2% |
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