+62,999.7%
SMTC vs TXT
+2,070.1%
+60,929.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +9.4% |
| 7D | +12.7% | -4.8% | +17.5% | +14.9% |
| 30D | +22.0% | -10.6% | +32.6% | +27.5% |
| 3M | -12.7% | -13.2% | +0.5% | -7.8% |
| 6M | +64.8% | -20.3% | +85.1% | +80.6% |
| YTD | +100.7% | -9.3% | +109.9% | +108.1% |
| 1Y | +146.9% | -2.7% | +149.6% | +148.7% |
| 3Y | +456.8% | +1.4% | +455.4% | +456.5% |
| 5Y | +89.2% | +9.6% | +79.7% | +84.7% |
| 10Y | +426.9% | +94.9% | +332.0% | +303.6% |
| All | +62,999.7% | +2,070.1% | +60,929.7% | +38,004.0% |
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