+116.0%
SLV vs TXT
+10.4%
+105.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -5.8% | +0.1% | -6.0% | -5.9% |
| 30D | -12.1% | +13.3% | -25.5% | -14.8% |
| 3M | -24.1% | -5.0% | -19.2% | -23.3% |
| 6M | -44.4% | -8.4% | -36.0% | -43.3% |
| YTD | -31.5% | -4.0% | -27.5% | -31.3% |
| 1Y | -6.9% | +2.8% | -9.7% | -7.9% |
| 3Y | +116.0% | +10.3% | +105.7% | +98.0% |
| All | +116.0% | +10.4% | +105.6% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling