+315.6%
SITM vs TXT
+10.4%
+305.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -4.9% |
| 7D | +6.6% | +0.1% | +6.5% | +6.5% |
| 30D | -15.3% | +13.3% | -28.7% | -24.4% |
| 3M | -35.4% | -5.0% | -30.4% | -33.3% |
| 6M | -46.8% | -8.4% | -38.4% | -43.7% |
| YTD | +25.9% | -4.0% | +29.8% | +26.4% |
| 1Y | +54.0% | +2.8% | +51.2% | +45.6% |
| 3Y | +315.6% | +10.3% | +305.3% | +252.4% |
| All | +315.6% | +10.4% | +305.2% | +252.4% |
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