+434.4%
SITM vs TXT
+5.5%
+428.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.9% |
| 7D | +3.7% | +0.8% | +2.9% | +3.0% |
| 30D | -14.5% | -10.4% | -4.1% | -6.4% |
| 3M | -10.6% | -14.3% | +3.8% | +0.9% |
| 6M | +65.5% | -15.1% | +80.6% | +88.0% |
| YTD | +67.0% | -8.3% | +75.3% | +76.1% |
| 1Y | +138.6% | -0.7% | +139.3% | +135.5% |
| All | +434.4% | +5.5% | +428.9% | +374.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling