+828.4%
SPYM vs TXT
+135.3%
+693.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.1% | -4.8% | +4.9% | +1.4% |
| 30D | +0.1% | -10.6% | +10.7% | +3.0% |
| 3M | +2.0% | -13.2% | +15.2% | +5.6% |
| 6M | +13.1% | -20.3% | +33.4% | +19.5% |
| YTD | +13.6% | -9.3% | +22.9% | +15.7% |
| 1Y | +20.1% | -2.7% | +22.8% | +19.8% |
| 3Y | +77.6% | +1.4% | +76.2% | +73.6% |
| 5Y | +82.5% | +9.6% | +73.0% | +73.5% |
| 10Y | +317.6% | +94.9% | +222.7% | +226.0% |
| All | +828.4% | +135.3% | +693.1% | +522.2% |
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