+333.1%
SLV vs TXT
+92.2%
+240.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.3% | -4.8% | +4.4% | +0.1% |
| 30D | +6.7% | -10.6% | +17.3% | +7.8% |
| 3M | -10.7% | -13.2% | +2.5% | -9.5% |
| 6M | -20.6% | -20.3% | -0.3% | -18.9% |
| YTD | -7.1% | -9.3% | +2.1% | -6.4% |
| 1Y | +62.0% | -2.7% | +64.7% | +62.2% |
| 3Y | +169.8% | +1.4% | +168.4% | +167.9% |
| 5Y | +161.5% | +9.6% | +151.9% | +156.2% |
| 10Y | +224.4% | +94.9% | +129.5% | +194.1% |
| All | +333.1% | +92.2% | +240.9% | +234.3% |
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 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