+495.9%
SPMO vs TXT
+106.0%
+389.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | -8.9% | +13.3% | -22.2% | -12.6% |
| 3M | -13.2% | -5.0% | -8.3% | -12.3% |
| 6M | -9.3% | -8.4% | -0.9% | -7.4% |
| YTD | +11.6% | -4.0% | +15.5% | +11.7% |
| 1Y | +13.4% | +2.8% | +10.6% | +11.1% |
| 3Y | +122.9% | +10.3% | +112.6% | +111.1% |
| 5Y | +113.9% | +9.2% | +104.8% | +100.2% |
| 10Y | +460.5% | +89.6% | +370.9% | +332.5% |
| All | +495.9% | +106.0% | +389.9% | +360.0% |
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