+145.3%
SITM vs TXT
-1.4%
+146.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.8% |
| 7D | +4.8% | -0.2% | +5.1% | +5.0% |
| 30D | -9.7% | -10.2% | +0.5% | -2.0% |
| 3M | -9.3% | -13.3% | +3.9% | +0.4% |
| 6M | +69.5% | -14.4% | +83.9% | +88.5% |
| YTD | +70.5% | -9.1% | +79.6% | +77.6% |
| 1Y | +145.3% | -2.2% | +147.4% | +128.0% |
| All | +145.3% | -1.4% | +146.7% | +128.0% |
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 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