+1.5%
SMR vs TXG
-17.8%
+19.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.2% |
| 7D | +4.7% | +5.0% | -0.3% | +3.4% |
| 30D | +3.2% | +13.5% | -10.3% | 0.0% |
| 3M | +9.9% | +128.0% | -118.1% | -12.1% |
| 6M | -15.1% | +224.4% | -239.6% | -38.2% |
| YTD | -27.9% | +307.0% | -334.9% | -50.4% |
| 1Y | -70.2% | +427.2% | -497.5% | -80.9% |
| 3Y | +72.5% | +40.2% | +32.3% | +32.8% |
| All | +1.5% | -17.8% | +19.3% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling