+182.0%
SLV vs TXT
+90.9%
+91.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -3.1% |
| 7D | -3.9% | -1.1% | -2.8% | -3.7% |
| 30D | -15.6% | +13.3% | -28.9% | -17.0% |
| 3M | -23.6% | -5.1% | -18.5% | -23.2% |
| 6M | -42.6% | -7.1% | -35.4% | -42.1% |
| YTD | -30.0% | -3.2% | -26.7% | -29.9% |
| 1Y | -6.6% | +2.3% | -8.9% | -7.1% |
| 3Y | +121.8% | +11.1% | +110.8% | +117.8% |
| 5Y | +92.7% | +10.0% | +82.6% | +87.6% |
| All | +182.0% | +90.9% | +91.1% | +163.2% |
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