+573.2%
SPMO vs TXT
+94.7%
+478.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | +2.0% | -4.8% | +6.8% | +3.5% |
| 30D | -0.4% | -10.6% | +10.2% | +3.1% |
| 3M | -1.9% | -13.2% | +11.3% | +2.3% |
| 6M | +25.0% | -20.3% | +45.4% | +33.6% |
| YTD | +26.0% | -9.3% | +35.3% | +29.0% |
| 1Y | +28.7% | -2.7% | +31.4% | +28.6% |
| 3Y | +160.9% | +1.4% | +159.5% | +154.3% |
| 5Y | +147.9% | +9.6% | +138.4% | +133.1% |
| 10Y | +518.9% | +94.9% | +424.0% | +386.7% |
| All | +573.2% | +94.7% | +478.5% | +431.1% |
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 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