-48.0%
SMR vs TXT
+18.3%
-66.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | +1.9% | -0.8% | +2.8% | +2.4% |
| 30D | -21.9% | +13.4% | -35.3% | -26.9% |
| 3M | -47.1% | -2.5% | -44.6% | -46.8% |
| 6M | -60.6% | -6.2% | -54.5% | -59.7% |
| YTD | -63.1% | -1.3% | -61.7% | -63.3% |
| 1Y | -80.4% | +4.3% | -84.8% | -81.1% |
| 3Y | +150.2% | +13.2% | +137.0% | +126.2% |
| All | -48.0% | +18.3% | -66.3% | -55.8% |
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