+175.9%
SLV vs TXT
+115.3%
+60.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.5% |
| 7D | +5.6% | -3.5% | +9.2% | +6.1% |
| 30D | -12.1% | +15.2% | -27.3% | -13.6% |
| 3M | -16.3% | -4.5% | -11.8% | -15.9% |
| 6M | -34.1% | -6.1% | -28.0% | -33.7% |
| YTD | -25.3% | -2.0% | -23.3% | -25.3% |
| 1Y | +9.6% | +4.2% | +5.4% | +8.9% |
| 3Y | +132.7% | +14.4% | +118.3% | +127.8% |
| 5Y | +113.7% | +12.3% | +101.3% | +107.7% |
| 10Y | +175.9% | +101.8% | +74.0% | +161.7% |
| All | +175.9% | +115.3% | +60.5% | +161.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling