+165.7%
SLV vs TXT
+10.4%
+155.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.3% | -4.8% | +4.4% | +0.7% |
| 30D | +6.7% | -10.6% | +17.3% | +9.1% |
| 3M | -10.7% | -13.2% | +2.5% | -8.1% |
| 6M | -20.6% | -20.3% | -0.3% | -17.1% |
| YTD | -7.1% | -9.3% | +2.1% | -5.6% |
| 1Y | +62.0% | -2.7% | +64.7% | +62.4% |
| 3Y | +169.8% | +1.4% | +168.4% | +164.9% |
| All | +165.7% | +10.4% | +155.4% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling