-3.6%
SMR vs TXT
+8.8%
-12.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +4.4% | -4.8% | +9.2% | +7.0% |
| 30D | +3.4% | -10.6% | +14.0% | +9.3% |
| 3M | -19.2% | -13.2% | -6.0% | -13.5% |
| 6M | -22.6% | -20.3% | -2.3% | -13.3% |
| YTD | -31.5% | -9.3% | -22.3% | -28.6% |
| 1Y | -73.1% | -2.7% | -70.4% | -73.0% |
| 3Y | +55.0% | +1.4% | +53.6% | +49.2% |
| All | -3.6% | +8.8% | -12.4% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling