-14.4%
SMR vs TXG
-15.0%
+0.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.3% | -19.0% | -16.6% |
| 7D | -11.2% | +9.5% | -20.7% | -13.5% |
| 30D | -10.2% | +18.8% | -29.0% | -14.3% |
| 3M | -10.0% | +136.1% | -146.1% | -28.9% |
| 6M | -30.5% | +235.2% | -265.7% | -49.9% |
| YTD | -39.2% | +320.5% | -359.8% | -58.6% |
| 1Y | -75.5% | +425.2% | -500.7% | -84.3% |
| 3Y | +45.4% | +42.9% | +2.5% | +11.0% |
| All | -14.4% | -15.0% | +0.6% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling