+239.3%
SLV vs TXT
+103.1%
+136.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.1% |
| 7D | +5.1% | -2.5% | +7.6% | +5.3% |
| 30D | -12.9% | +14.4% | -27.3% | -14.1% |
| 3M | -16.1% | -4.9% | -11.2% | -15.8% |
| 6M | -33.2% | -10.2% | -22.9% | -32.5% |
| YTD | -27.2% | -4.1% | -23.1% | -27.1% |
| 1Y | +7.6% | +4.0% | +3.7% | +7.0% |
| 3Y | +122.3% | +8.0% | +114.4% | +119.3% |
| 5Y | +109.7% | +8.4% | +101.3% | +105.4% |
| 10Y | +168.4% | +116.6% | +51.8% | +140.8% |
| All | +239.3% | +103.1% | +136.2% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling