+49.5%
TXN vs XBI
+66.9%
-17.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.9% |
| 7D | +4.0% | -4.6% | +8.6% | +5.3% |
| 30D | -2.9% | -2.0% | -0.9% | -2.4% |
| 3M | -9.1% | +17.8% | -26.9% | -13.9% |
| 6M | +36.6% | +23.7% | +12.9% | +26.3% |
| YTD | +57.5% | +28.2% | +29.3% | +42.8% |
| 1Y | +49.5% | +64.0% | -14.4% | +18.9% |
| All | +49.5% | +66.9% | -17.4% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 1y: compounded portfolio wealth divided by compounded XBI 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…
1y analysis · Full analysis span regression · 6 months rolling