+106.1%
SM vs TXT
+10.4%
+95.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +0.1% | -4.8% | +4.9% | +3.0% |
| 30D | +26.3% | -10.6% | +36.9% | +34.9% |
| 3M | +8.7% | -13.2% | +21.9% | +16.3% |
| 6M | +51.7% | -20.3% | +72.0% | +69.6% |
| YTD | +99.0% | -9.3% | +108.3% | +100.2% |
| 1Y | +34.6% | -2.7% | +37.3% | +27.3% |
| 3Y | -7.8% | +1.4% | -9.1% | -18.3% |
| All | +106.1% | +10.4% | +95.8% | +67.7% |
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