-12.1%
SM vs TXT
+7.8%
-19.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +2.1% |
| 7D | -25.9% | -2.5% | -23.4% | -24.9% |
| 30D | -15.1% | +14.4% | -29.5% | -22.2% |
| 3M | +4.9% | -4.9% | +9.8% | +7.0% |
| 6M | +6.1% | -10.2% | +16.4% | +10.1% |
| YTD | +63.4% | -4.1% | +67.5% | +57.7% |
| 1Y | +72.5% | +4.0% | +68.5% | +55.9% |
| 3Y | -16.9% | +8.0% | -24.8% | -29.6% |
| All | -12.1% | +7.8% | -19.9% | -24.9% |
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