+47.3%
SM vs TXT
-2.3%
+49.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.7% |
| 7D | -0.2% | -0.2% | +0.1% | -0.2% |
| 30D | +31.5% | -11.1% | +42.6% | +28.6% |
| 3M | +17.3% | -13.0% | +30.3% | +14.8% |
| 6M | +48.5% | -16.2% | +64.7% | +47.6% |
| YTD | +106.3% | -8.7% | +115.0% | +98.4% |
| 1Y | +47.3% | -3.8% | +51.1% | +41.1% |
| All | +47.3% | -2.3% | +49.6% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling