-6.6%
SLV vs TXT
+2.5%
-9.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.8% |
| 7D | -3.9% | -1.1% | -2.8% | -3.6% |
| 30D | -15.6% | +13.3% | -28.9% | -18.7% |
| 3M | -23.6% | -5.1% | -18.5% | -22.0% |
| 6M | -42.6% | -7.1% | -35.4% | -40.9% |
| YTD | -30.0% | -3.2% | -26.7% | -32.3% |
| 1Y | -6.6% | +2.3% | -8.9% | -11.2% |
| All | -6.6% | +2.5% | -9.1% | -11.2% |
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 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