+419.8%
TXN vs XEL
+151.6%
+268.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +4.0% | -0.3% | +4.3% | +4.1% |
| 30D | -2.9% | -3.9% | +1.1% | -1.5% |
| 3M | -9.1% | -2.8% | -6.3% | -8.5% |
| 6M | +36.6% | -5.4% | +42.0% | +38.8% |
| YTD | +57.5% | +3.8% | +53.7% | +54.8% |
| 1Y | +49.5% | +6.8% | +42.7% | +45.1% |
| 3Y | +76.5% | +45.6% | +31.0% | +49.9% |
| 5Y | +62.4% | +30.7% | +31.7% | +42.7% |
| All | +419.8% | +151.6% | +268.2% | +299.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 10y: compounded portfolio wealth divided by compounded XEL 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…
10y analysis · Full analysis span regression · 6 months rolling