-75.5%
SMR vs TXT
0.0%
-75.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.3% | -18.0% | -16.8% |
| 7D | -11.2% | +2.5% | -13.7% | -12.4% |
| 30D | -10.2% | -8.9% | -1.4% | -5.7% |
| 3M | -10.0% | -13.6% | +3.5% | -3.0% |
| 6M | -30.5% | -13.1% | -17.4% | -26.1% |
| YTD | -39.2% | -7.0% | -32.2% | -38.5% |
| 1Y | -75.5% | -1.4% | -74.1% | -76.1% |
| All | -75.5% | 0.0% | -75.5% | -76.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling