-53.7%
SMR vs TXT
+15.2%
-68.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.9% |
| 7D | -8.3% | +0.1% | -8.4% | -8.2% |
| 30D | -20.1% | +13.3% | -33.4% | -25.2% |
| 3M | -52.7% | -5.0% | -47.7% | -51.7% |
| 6M | -61.0% | -8.4% | -52.6% | -59.6% |
| YTD | -67.1% | -4.0% | -63.1% | -66.8% |
| 1Y | -79.9% | +2.8% | -82.7% | -80.4% |
| 3Y | +101.7% | +10.3% | +91.5% | +84.9% |
| All | -53.7% | +15.2% | -68.8% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling