+12.5%
SM vs TXT
+98.4%
-85.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.1% |
| 7D | -0.2% | -0.2% | +0.1% | +0.1% |
| 30D | +31.5% | -11.1% | +42.6% | +45.6% |
| 3M | +17.3% | -13.0% | +30.3% | +29.3% |
| 6M | +48.5% | -16.2% | +64.7% | +65.0% |
| YTD | +106.3% | -8.7% | +115.0% | +108.3% |
| 1Y | +47.3% | -3.8% | +51.1% | +40.0% |
| 3Y | -1.4% | +5.5% | -6.9% | -17.2% |
| 5Y | +114.0% | +12.3% | +101.8% | +62.1% |
| 10Y | +12.5% | +97.4% | -84.9% | -37.5% |
| All | +12.5% | +98.4% | -85.9% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling