+4,608.4%
SITM vs TXT
+71.6%
+4,536.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.8% |
| 7D | +9.7% | -4.8% | +14.5% | +13.5% |
| 30D | +12.7% | -10.6% | +23.3% | +21.9% |
| 3M | -13.4% | -13.2% | -0.2% | -5.0% |
| 6M | +59.6% | -20.3% | +80.0% | +86.9% |
| YTD | +73.3% | -9.3% | +82.6% | +83.8% |
| 1Y | +165.5% | -2.7% | +168.2% | +169.2% |
| 3Y | +368.7% | +1.4% | +367.3% | +356.6% |
| 5Y | +172.5% | +9.6% | +162.9% | +161.3% |
| All | +4,608.4% | +71.6% | +4,536.8% | +3,653.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling