+172.4%
SITM vs TXT
+13.4%
+159.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -2.0% |
| 7D | +3.7% | +0.8% | +2.9% | +2.8% |
| 30D | -14.5% | -10.4% | -4.1% | -4.2% |
| 3M | -10.6% | -14.3% | +3.8% | +3.8% |
| 6M | +65.5% | -15.1% | +80.6% | +93.7% |
| YTD | +67.0% | -8.3% | +75.3% | +77.5% |
| 1Y | +138.6% | -0.7% | +139.3% | +133.0% |
| 3Y | +421.8% | +6.0% | +415.8% | +336.3% |
| 5Y | +172.4% | +12.5% | +159.9% | +112.8% |
| All | +172.4% | +13.4% | +159.0% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling