+5.1%
SLV vs TXT
+4.2%
+1.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.2% |
| 7D | +5.6% | -3.5% | +9.2% | +6.5% |
| 30D | -12.1% | +15.2% | -27.3% | -15.7% |
| 3M | -16.3% | -4.5% | -11.8% | -14.6% |
| 6M | -34.1% | -6.1% | -28.0% | -32.3% |
| YTD | -25.3% | -2.0% | -23.3% | -27.9% |
| All | +5.1% | +4.2% | +1.0% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling