+72.2%
SMTC vs TXT
+9.2%
+63.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.3% | -11.7% | -12.4% |
| 7D | -24.5% | +10.6% | -35.1% | -27.9% |
| 30D | -42.5% | +14.4% | -56.8% | -46.3% |
| 3M | -14.1% | -2.7% | -11.3% | -10.7% |
| 6M | +3.6% | -4.7% | +8.3% | +9.3% |
| YTD | +50.6% | -0.5% | +51.1% | +54.7% |
| 1Y | +72.2% | +8.7% | +63.5% | +50.1% |
| All | +72.2% | +9.2% | +63.1% | +50.1% |
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