+45.4%
SMR vs TXG
+43.8%
+1.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.3% | -19.0% | -16.9% |
| 7D | -11.2% | +9.5% | -20.7% | -14.3% |
| 30D | -10.2% | +18.8% | -29.0% | -15.8% |
| 3M | -10.0% | +136.1% | -146.1% | -35.2% |
| 6M | -30.5% | +235.2% | -265.7% | -56.2% |
| YTD | -39.2% | +320.5% | -359.8% | -64.8% |
| 1Y | -75.5% | +425.2% | -500.7% | -87.1% |
| 3Y | +45.4% | +42.9% | +2.5% | +31.9% |
| All | +45.4% | +43.8% | +1.7% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling