+78.9%
SPYM vs TXT
+5.7%
+73.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -0.9% | -11.1% | +10.1% | +2.6% |
| 3M | +3.9% | -13.0% | +16.9% | +8.0% |
| 6M | +14.5% | -16.2% | +30.8% | +20.2% |
| YTD | +13.0% | -8.7% | +21.7% | +14.6% |
| 1Y | +19.4% | -3.8% | +23.2% | +18.6% |
| 3Y | +78.9% | +5.5% | +73.4% | +66.9% |
| All | +78.9% | +5.7% | +73.2% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling