+806.4%
SPYM vs TXT
+158.4%
+648.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | -3.7% | +17.1% | -20.7% | -7.8% |
| 3M | -2.7% | -2.6% | -0.1% | -2.4% |
| 6M | +2.2% | -4.6% | +6.8% | +2.8% |
| YTD | +10.9% | -0.3% | +11.3% | +9.8% |
| 1Y | +11.3% | +5.9% | +5.4% | +8.4% |
| 3Y | +76.8% | +14.4% | +62.5% | +67.0% |
| 5Y | +73.5% | +15.9% | +57.7% | +62.0% |
| 10Y | +307.9% | +99.6% | +208.4% | +214.8% |
| All | +806.4% | +158.4% | +648.0% | +490.6% |
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