+1,608.3%
SM vs TXT
+1,054.1%
+554.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +0.1% | -4.8% | +4.9% | +2.5% |
| 30D | +26.3% | -10.6% | +36.9% | +33.1% |
| 3M | +8.7% | -13.2% | +21.9% | +14.9% |
| 6M | +51.7% | -20.3% | +72.0% | +65.1% |
| YTD | +99.0% | -9.3% | +108.3% | +102.4% |
| 1Y | +34.6% | -2.7% | +37.3% | +31.7% |
| 3Y | -7.8% | +1.4% | -9.1% | -11.3% |
| 5Y | +104.8% | +9.6% | +95.2% | +90.2% |
| 10Y | +7.2% | +94.9% | -87.7% | -12.4% |
| All | +1,608.3% | +1,054.1% | +554.3% | +840.9% |
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 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