+1,302.7%
SM vs TXT
+1,119.6%
+183.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.9% |
| 7D | -25.9% | -2.5% | -23.4% | -25.0% |
| 30D | -15.1% | +14.4% | -29.5% | -21.0% |
| 3M | +4.9% | -4.9% | +9.8% | +6.4% |
| 6M | +6.1% | -10.2% | +16.4% | +9.1% |
| YTD | +63.4% | -4.1% | +67.5% | +60.5% |
| 1Y | +72.5% | +4.0% | +68.5% | +62.5% |
| 3Y | -16.9% | +8.0% | -24.8% | -23.0% |
| 5Y | -10.6% | +8.4% | -19.1% | -17.3% |
| 10Y | +11.3% | +116.6% | -105.3% | -13.8% |
| All | +1,302.7% | +1,119.6% | +183.1% | +646.1% |
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 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