+11.1%
SMR vs TXT
+9.5%
+1.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.6% | +14.7% | +15.0% |
| 7D | +21.4% | -0.2% | +21.6% | +21.6% |
| 30D | +13.8% | -11.1% | +24.9% | +20.7% |
| 3M | +3.9% | -13.0% | +16.9% | +11.1% |
| 6M | -4.2% | -16.2% | +12.0% | +4.7% |
| YTD | -21.1% | -8.7% | -12.4% | -17.9% |
| 1Y | -67.1% | -3.8% | -63.3% | -66.7% |
| 3Y | +88.9% | +5.5% | +83.3% | +79.6% |
| All | +11.1% | +9.5% | +1.7% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling